Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2531697.1444 | 2400093.3416 | 131603.8028 | 140698548.7387 | 109929153.8257 | 30769394.913 |
Total P&L (%) | 2531.6971 | 2400.0933 | 131.6038 | 140698.5487 | 109929.1538 | 30769.3949 |
Avg Daily Profit (%) | 1.114 | 1.0561 | 0.0579 | 0.3195 | 0.3086 | 0.2525 |
Buy And Hold Return (%) | 6667.3912 | 6667.3912 | 6667.3912 | 6667.3912 | 6667.3912 | 6667.3912 |
Max Trade Drawdown | -83907 | -92476 | -45999 | -40142889 | -18875360 | -30955969 |
Profit Factor | 7.4944 | 12.0864 | 1.7592 | 2.2384 | 2.7686 | 1.5979 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 42.3913 | 39.1304 | 45.6522 | 42.3913 | 39.1304 | 45.6522 |
Ratio Avg Win / Avg Loss | 10.1847 | 18.8011 | 2.0943 | 3.0419 | 4.3068 | 1.9023 |
Largest Winning Trade | 1469941 | 1469941 | 46379 | 76282183 | 76282183 | 40333946 |
Largest Losing Trade | -21004 | -21004 | -19166 | -25785154 | -17541008 | -25785154 |
Avg Bars in Trades | 73 | 71 | 74 | 73 | 71 | 74 |
Avg Bars in Winners | 136 | 137 | 136 | 136 | 137 | 136 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 6729 | 3290 | 3439 | 6729 | 3290 | 3439 |
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 | -146524 | -148014 | -279656 | 381813 | 363466 | 295542 |
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{ "first_band": { "type": "ssf", "factors": { "length": 204, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 204, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 8, "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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