Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2264629.8017 | 178415.7558 | -2443045.5576 | -74401.2002 | 34858408.135 | -34932809.3353 |
Total P&L (%) | -2264.6298 | 178.4158 | -2443.0456 | -74.4012 | 34858.4081 | -34932.8093 |
Avg Daily Profit (%) | -1.1083 | 0.0873 | -1.1957 | -0.0667 | 0.2871 | 0 |
Buy And Hold Return (%) | 2828.8107 | 2828.8107 | 2828.8107 | 2828.8107 | 2828.8107 | 2828.8107 |
Max Trade Drawdown | -2370646 | -148636 | -2496602 | -50706466 | -7215818 | -60084183 |
Profit Factor | 0.2971 | 1.4406 | 0.1328 | 0.999 | 4.7721 | 0.441 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 42 | 18 | 24 | 38 | 19 | 19 |
Losing Trades | 31 | 18 | 13 | 35 | 17 | 18 |
Profitability (%) | 57.5342 | 50 | 64.8649 | 52.0548 | 52.7778 | 51.3514 |
Ratio Avg Win / Avg Loss | 0.2193 | 1.4406 | 0.0719 | 0.9201 | 4.2698 | 0.4177 |
Largest Winning Trade | 175398 | 175398 | 60649 | 24547231 | 24547231 | 20353707 |
Largest Losing Trade | -1422992 | -70934 | -1422992 | -48933607 | -4006361 | -48933607 |
Avg Bars in Trades | 108 | 119 | 97 | 108 | 119 | 97 |
Avg Bars in Winners | 57 | 64 | 52 | 109 | 121 | 97 |
Avg Bars in Losers | 176 | 174 | 179 | 106 | 117 | 97 |
Bars Traded | 7894 | 4300 | 3594 | 7894 | 4300 | 3594 |
Profit Streak | 308.1662 | 328.4162 | 308.1662 | 308.1662 | 328.4162 | 308.1662 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -654834 | -240250 | -578257 | -655822 | 638407 | -580009 |
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{ "first_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 120, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 59, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 120, "offset": 0, "scalar": 3 } } }
# | 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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