Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760011.2621 | 746781.3896 | 13229.8725 | 341404.462 | 214652.2075 | 126752.2545 |
Total P&L (%) | 760.0113 | 746.7814 | 13.2299 | 341.4045 | 214.6522 | 126.7523 |
Avg Daily Profit (%) | 0.3033 | 0.2981 | 0.0053 | 0.0593 | 0.0458 | 0.0327 |
Buy And Hold Return (%) | 231.3878 | 231.3878 | 231.3878 | 231.3878 | 231.3878 | 231.3878 |
Max Trade Drawdown | -142103 | -124847 | -102705 | -143537 | -101628 | -52530 |
Profit Factor | 1.6861 | 2.1556 | 1.0287 | 1.4428 | 1.4328 | 1.4607 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 49.0119 | 46.0317 | 51.9685 | 49.0119 | 46.0317 | 51.9685 |
Ratio Avg Win / Avg Loss | 1.754 | 2.5273 | 0.9507 | 1.5009 | 1.6798 | 1.3501 |
Largest Winning Trade | 456785 | 456785 | 45460 | 152931 | 152931 | 55150 |
Largest Losing Trade | -40590 | -40590 | -39767 | -66307 | -66307 | -46258 |
Avg Bars in Trades | 38 | 48 | 29 | 38 | 48 | 29 |
Avg Bars in Winners | 46 | 59 | 36 | 46 | 59 | 36 |
Avg Bars in Losers | 31 | 39 | 22 | 31 | 39 | 22 |
Bars Traded | 9858 | 6102 | 3756 | 9858 | 6102 | 3756 |
Profit Streak | 38.8413 | 38.8413 | 100.8413 | 38.8413 | 38.8413 | 100.8413 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418561 | 318630 | -540499 | -127186 | -296778 | -312231 |
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{ "first_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "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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