Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1534042.9138 | 83246.4731 | -1617289.3869 | 7059794.9196 | -8860081.3784 | 15919876.298 |
Total P&L (%) | -1534.0429 | 83.2465 | -1617.2894 | 7059.7949 | -8860.0814 | 15919.8763 |
Avg Daily Profit (%) | -0.8308 | 0.0451 | -0.8759 | 0.2316 | 0 | 0.2753 |
Buy And Hold Return (%) | 205.8673 | 205.8673 | 205.8673 | 205.8673 | 205.8673 | 205.8673 |
Max Trade Drawdown | -1611560 | -125078 | -362014 | -17147888 | -13682927 | -8594396 |
Profit Factor | 0.2938 | 1.3541 | 0.1651 | 1.1313 | 0.6727 | 1.5964 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 46 | 21 | 25 | 30 | 17 | 13 |
Losing Trades | 22 | 13 | 9 | 38 | 17 | 21 |
Profitability (%) | 67.6471 | 61.7647 | 73.5294 | 44.1176 | 50 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.1405 | 0.8382 | 0.0594 | 1.433 | 0.6727 | 2.5788 |
Largest Winning Trade | 85351 | 85351 | 47030 | 29250128 | 6867915 | 29250128 |
Largest Losing Trade | -1482887 | -68981 | -1482887 | -9671259 | -9671259 | -4464166 |
Avg Bars in Trades | 104 | 69 | 140 | 104 | 69 | 140 |
Avg Bars in Winners | 33 | 27 | 38 | 112 | 73 | 163 |
Avg Bars in Losers | 254 | 136 | 424 | 98 | 64 | 126 |
Bars Traded | 7139 | 2347 | 4792 | 7139 | 2347 | 4792 |
Profit Streak | 19.2985 | 0 | 99.7985 | 19.2985 | 0 | 99.7985 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -691431 | -298217 | -576269 | -183286 | -580795 | 308559 |
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{ "first_band": { "type": "ssf", "factors": { "length": 25, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 3 } } }
# | 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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