Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1629990.5474 | 1592667.7355 | 37322.8119 | 1379801.2759 | -2214603.7833 | 3594405.0592 |
Total P&L (%) | 1629.9905 | 1592.6677 | 37.3228 | 1379.8013 | -2214.6038 | 3594.4051 |
Avg Daily Profit (%) | 0.6518 | 0.6369 | 0.0149 | 0.1078 | 0 | 0.1444 |
Buy And Hold Return (%) | 418.4579 | 418.4579 | 418.4579 | 418.4579 | 418.4579 | 418.4579 |
Max Trade Drawdown | -152033 | -129337 | -77565 | -13413152 | -12132750 | -3186775 |
Profit Factor | 3.1735 | 4.3569 | 1.1355 | 1.0465 | 0.8935 | 1.4045 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 41.4634 | 36.0656 | 46.7742 | 41.4634 | 36.0656 | 46.7742 |
Ratio Avg Win / Avg Loss | 4.4802 | 7.7235 | 1.2921 | 1.4774 | 1.584 | 1.5983 |
Largest Winning Trade | 1154498 | 1154498 | 48156 | 4605703 | 4605703 | 2814303 |
Largest Losing Trade | -37683 | -37683 | -28519 | -4570278 | -4570278 | -2155413 |
Avg Bars in Trades | 59 | 80 | 39 | 59 | 80 | 39 |
Avg Bars in Winners | 99 | 157 | 55 | 99 | 157 | 55 |
Avg Bars in Losers | 31 | 36 | 25 | 31 | 36 | 25 |
Bars Traded | 7316 | 4890 | 2426 | 7316 | 4890 | 2426 |
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 | 455595 | -150676 | -565626 | -223881 | -745377 | -153401 |
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{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 20, "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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