Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2753109.9149 | 2848297.4996 | -95187.5847 | 36281.0629 | 517472.1952 | -481191.1322 |
Total P&L (%) | 2753.1099 | 2848.2975 | -95.1876 | 36.2811 | 517.4722 | -481.1911 |
Avg Daily Profit (%) | 1.1646 | 1.2049 | -0.0403 | 0.0131 | 0.077 | 0 |
Buy And Hold Return (%) | 461.3204 | 461.3204 | 461.3204 | 461.3204 | 461.3204 | 461.3204 |
Max Trade Drawdown | -270607 | -210803 | -78370 | -3642512 | -3105326 | -639277 |
Profit Factor | 5.1007 | 6.6253 | 0.4232 | 1.0065 | 1.1118 | 0.4738 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 45.7944 | 47.1698 | 44.4444 | 45.7944 | 47.1698 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.0376 | 7.4203 | 0.529 | 1.1914 | 1.2452 | 0.5923 |
Largest Winning Trade | 2740878 | 2740878 | 9176 | 3423414 | 3423414 | 108949 |
Largest Losing Trade | -64990 | -64990 | -28817 | -1493241 | -1493241 | -193532 |
Avg Bars in Trades | 128 | 246 | 12 | 128 | 246 | 12 |
Avg Bars in Winners | 159 | 303 | 9 | 159 | 303 | 9 |
Avg Bars in Losers | 101 | 195 | 14 | 101 | 195 | 14 |
Bars Traded | 13722 | 13056 | 666 | 13722 | 13056 | 666 |
Profit Streak | 111.7036 | 167.0369 | 111.7036 | 111.7036 | 167.0369 | 111.7036 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 729724 | -158693 | -762153 | -554844 | -495336 | -762153 |
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{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 61, "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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