Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1656334.972 | 1641766.1269 | 14568.8452 | 252543.1866 | 174989.4984 | 77553.6883 |
Total P&L (%) | 1656.335 | 1641.7661 | 14.5688 | 252.5432 | 174.9895 | 77.5537 |
Avg Daily Profit (%) | 0.9148 | 0.9067 | 0.008 | 0.0696 | 0.0559 | 0.0317 |
Buy And Hold Return (%) | 145.5357 | 145.5357 | 145.5357 | 145.5357 | 145.5357 | 145.5357 |
Max Trade Drawdown | -155647 | -152381 | -11685 | -1063405 | -1061883 | -62194 |
Profit Factor | 4.6286 | 4.9815 | 1.3302 | 1.0924 | 1.0694 | 1.3653 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 41.3043 | 39.1304 | 43.4783 | 41.3043 | 39.1304 | 43.4783 |
Ratio Avg Win / Avg Loss | 6.5775 | 7.749 | 1.7293 | 1.5524 | 1.6635 | 1.775 |
Largest Winning Trade | 1434391 | 1434391 | 9508 | 887916 | 887916 | 88408 |
Largest Losing Trade | -59909 | -59909 | -7567 | -724188 | -724188 | -38812 |
Avg Bars in Trades | 221 | 437 | 6 | 221 | 437 | 6 |
Avg Bars in Winners | 358 | 750 | 5 | 358 | 750 | 5 |
Avg Bars in Losers | 125 | 235 | 6 | 125 | 235 | 6 |
Bars Traded | 20398 | 20105 | 293 | 20398 | 20105 | 293 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 635469 | 607914 | -348661 | -229557 | -368324 | -316891 |
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{ "first_band": { "type": "ssf", "factors": { "length": 79, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 15, "offset": 0, "scalar": 4 } } }
# | 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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