Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928625.4445 | 786248.6042 | 142376.8403 | 10893198.8925 | 22928154.6951 | -12034955.8026 |
Total P&L (%) | 928.6254 | 786.2486 | 142.3768 | 10893.1989 | 22928.1547 | -12034.9558 |
Avg Daily Profit (%) | 0.3714 | 0.3144 | 0.0569 | 0.1881 | 0.2178 | 0 |
Buy And Hold Return (%) | 685.8163 | 685.8163 | 685.8163 | 685.8163 | 685.8163 | 685.8163 |
Max Trade Drawdown | -95471 | -45136 | -88382 | -14529167 | -5556483 | -18925662 |
Profit Factor | 3.4342 | 5.83 | 1.651 | 1.3212 | 3.3322 | 0.5003 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 58.3333 | 55.5556 | 61.1111 | 58.3333 | 55.5556 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.453 | 4.664 | 1.0506 | 0.9437 | 2.6658 | 0.3184 |
Largest Winning Trade | 348947 | 348947 | 49778 | 16925384 | 16925384 | 2068900 |
Largest Losing Trade | -76361 | -24102 | -76361 | -11221458 | -2080977 | -11221458 |
Avg Bars in Trades | 68 | 72 | 63 | 68 | 72 | 63 |
Avg Bars in Winners | 78 | 76 | 79 | 78 | 76 | 79 |
Avg Bars in Losers | 54 | 68 | 37 | 54 | 68 | 37 |
Bars Traded | 4904 | 2627 | 2277 | 4904 | 2627 | 2277 |
Profit Streak | 0 | 173.075 | 0 | 0 | 173.075 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121979 | -101111 | -279211 | -75936 | 584911 | -579339 |
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 70, "offset": 0, "scalar": 2 } } }
# | 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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