Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1315462.3115 | 1113771.4517 | 201690.8598 | 68719377.3025 | 29178569.0708 | 39540808.2316 |
Total P&L (%) | 1315.4623 | 1113.7715 | 201.6909 | 68719.3773 | 29178.5691 | 39540.8082 |
Avg Daily Profit (%) | 0.5569 | 0.4715 | 0.0854 | 0.277 | 0.2407 | 0.2536 |
Buy And Hold Return (%) | 558.1997 | 558.1997 | 558.1997 | 558.1997 | 558.1997 | 558.1997 |
Max Trade Drawdown | -53125 | -75037 | -64343 | -32648915 | -30698890 | -22129209 |
Profit Factor | 3.4102 | 4.7366 | 1.8142 | 1.5624 | 1.3949 | 1.8184 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 42.4779 | 38.5965 | 46.4286 | 42.4779 | 38.5965 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.618 | 7.5355 | 2.0933 | 2.1157 | 2.2192 | 2.0982 |
Largest Winning Trade | 376704 | 376704 | 60097 | 33957552 | 33957552 | 21801678 |
Largest Losing Trade | -24421 | -20575 | -24421 | -9921899 | -9769785 | -9921899 |
Avg Bars in Trades | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Winners | 108 | 112 | 105 | 108 | 112 | 105 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 6977 | 3350 | 3627 | 6977 | 3350 | 3627 |
Profit Streak | 0 | 0 | 46.9684 | 0 | 0 | 46.9684 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377048 | -173727 | -422174 | 319289 | -174606 | -168939 |
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{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 7, "offset": 0, "a": 0.78342 } } }
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# | 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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