Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039284.3517 | 1135653.3129 | -96368.9612 | -75246.9907 | 1089113.9265 | -1164360.9172 |
Total P&L (%) | 1039.2844 | 1135.6533 | -96.369 | -75.247 | 1089.1139 | -1164.3609 |
Avg Daily Profit (%) | 0.5593 | 0.6111 | -0.0519 | -0.0751 | 0.1333 | 0 |
Buy And Hold Return (%) | 192.1871 | 192.1871 | 192.1871 | 192.1871 | 192.1871 | 192.1871 |
Max Trade Drawdown | -327273 | -146664 | -192819 | -1766832 | -727929 | -1178531 |
Profit Factor | 2.1154 | 3.5359 | 0.8009 | 0.9669 | 2.1563 | 0.1246 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 46.9388 | 48.9796 | 44.898 | 46.9388 | 48.9796 | 44.898 |
Ratio Avg Win / Avg Loss | 2.3913 | 3.6832 | 0.9829 | 1.093 | 2.2461 | 0.1529 |
Largest Winning Trade | 1018447 | 1018447 | 53699 | 1622322 | 1622322 | 63092 |
Largest Losing Trade | -68974 | -41744 | -68974 | -537079 | -325736 | -537079 |
Avg Bars in Trades | 54 | 50 | 59 | 54 | 50 | 59 |
Avg Bars in Winners | 83 | 61 | 108 | 83 | 61 | 108 |
Avg Bars in Losers | 29 | 39 | 19 | 29 | 39 | 19 |
Bars Traded | 5376 | 2477 | 2899 | 5376 | 2477 | 2899 |
Profit Streak | 48.3434 | 48.3434 | 88.6767 | 48.3434 | 48.3434 | 88.6767 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508668 | 641037 | -581705 | -579051 | -11160 | -581705 |
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{ "first_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 101, "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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