Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529476.7544 | 507419.9833 | 22056.7711 | 3572464.2439 | 4273052.7299 | -700588.486 |
Total P&L (%) | 529.4768 | 507.42 | 22.0568 | 3572.4642 | 4273.0527 | -700.5885 |
Avg Daily Profit (%) | 0.2116 | 0.2028 | 0.0088 | 0.1441 | 0.1511 | 0 |
Buy And Hold Return (%) | 2114.3327 | 2114.3327 | 2114.3327 | 2114.3327 | 2114.3327 | 2114.3327 |
Max Trade Drawdown | -76623 | -48761 | -61006 | -1421756 | -938580 | -1305046 |
Profit Factor | 4.0337 | 6.511 | 1.2675 | 2.1915 | 3.8045 | 0.5249 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 18 | 8 | 26 | 18 | 8 |
Losing Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Profitability (%) | 42.623 | 58.0645 | 26.6667 | 42.623 | 58.0645 | 26.6667 |
Ratio Avg Win / Avg Loss | 5.43 | 4.7024 | 3.4856 | 2.9501 | 2.7477 | 1.4436 |
Largest Winning Trade | 140947 | 140947 | 29087 | 1337937 | 1337937 | 573160 |
Largest Losing Trade | -19196 | -19196 | -9554 | -326286 | -326286 | -176137 |
Avg Bars in Trades | 81 | 122 | 39 | 81 | 122 | 39 |
Avg Bars in Winners | 130 | 151 | 83 | 130 | 151 | 83 |
Avg Bars in Losers | 45 | 81 | 24 | 45 | 81 | 24 |
Bars Traded | 4982 | 3786 | 1196 | 4982 | 3786 | 1196 |
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 | -319701 | -148182 | -368352 | -174193 | 316598 | -601627 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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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