Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1386848.3404 | 1506457.3644 | -119609.024 | -14348.5289 | 1855781.368 | -1870129.8969 |
Total P&L (%) | 1386.8483 | 1506.4574 | -119.609 | -14.3485 | 1855.7814 | -1870.1299 |
Avg Daily Profit (%) | 0.7591 | 0.8246 | -0.0655 | -0.0085 | 0.1629 | 0 |
Buy And Hold Return (%) | 730.1163 | 730.1163 | 730.1163 | 730.1163 | 730.1163 | 730.1163 |
Max Trade Drawdown | -190296 | -133315 | -153111 | -3433607 | -1468385 | -2255984 |
Profit Factor | 2.9322 | 4.3622 | 0.5565 | 0.9977 | 1.5552 | 0.3306 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40.7895 | 36.8421 | 44.7368 | 40.7895 | 36.8421 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.2564 | 7.478 | 0.6875 | 1.4482 | 2.6661 | 0.4084 |
Largest Winning Trade | 1149377 | 1149377 | 59389 | 2677610 | 2677610 | 344640 |
Largest Losing Trade | -50235 | -50235 | -40748 | -1434045 | -793583 | -1434045 |
Avg Bars in Trades | 45 | 63 | 28 | 45 | 63 | 28 |
Avg Bars in Winners | 62 | 102 | 29 | 62 | 102 | 29 |
Avg Bars in Losers | 33 | 39 | 27 | 33 | 39 | 27 |
Bars Traded | 3465 | 2396 | 1069 | 3465 | 2396 | 1069 |
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 | -46502 | 321974 | -582533 | -636470 | 66702 | -582533 |
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{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 127, "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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