Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54078.0437 | 20742.2157 | 33335.828 | 65416.39 | 24040.9126 | 41375.4774 |
Total P&L (%) | 54.078 | 20.7422 | 33.3358 | 65.4164 | 24.0409 | 41.3755 |
Avg Daily Profit (%) | 1.0384 | 0.3983 | 0.6401 | 0.9711 | 0.4145 | 0.6671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14967 | -12763 | -10426 | -21816 | -17113 | -15648 |
Profit Factor | 1.6642 | 1.4677 | 1.8993 | 1.5797 | 1.3942 | 1.798 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 59.7015 | 55.2239 | 64.1791 | 59.7015 | 55.2239 | 64.1791 |
Ratio Avg Win / Avg Loss | 1.1233 | 1.19 | 1.0601 | 1.0663 | 1.1304 | 1.0036 |
Largest Winning Trade | 7919 | 7919 | 6327 | 9681 | 9681 | 6859 |
Largest Losing Trade | -8759 | -8052 | -8759 | -13362 | -10604 | -13362 |
Avg Bars in Trades | 175 | 180 | 170 | 175 | 180 | 170 |
Avg Bars in Winners | 134 | 138 | 130 | 134 | 138 | 130 |
Avg Bars in Losers | 237 | 232 | 243 | 237 | 232 | 243 |
Bars Traded | 23553 | 12122 | 11430 | 23553 | 12122 | 11430 |
Profit Streak | 0 | 15.2901 | 0 | 0 | 15.2901 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485694 | -113445 | -105836 | 501886 | -111557 | -105086 |
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{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 184, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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