Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095243.5952 | 960398.1458 | 134845.4494 | 8472633.501 | 4698708.7574 | 3773924.7436 |
Total P&L (%) | 1095.2436 | 960.3981 | 134.8454 | 8472.6335 | 4698.7088 | 3773.9247 |
Avg Daily Profit (%) | 0.6043 | 0.5299 | 0.0744 | 0.2459 | 0.2138 | 0.202 |
Buy And Hold Return (%) | 489.2777 | 489.2777 | 489.2777 | 489.2777 | 489.2777 | 489.2777 |
Max Trade Drawdown | -112125 | -93552 | -47287 | -19679185 | -17203916 | -4863332 |
Profit Factor | 1.7992 | 2.117 | 1.2641 | 1.1108 | 1.0951 | 1.1395 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 195 | 89 | 106 | 195 | 89 | 106 |
Losing Trades | 297 | 157 | 140 | 297 | 157 | 140 |
Profitability (%) | 39.6341 | 36.1789 | 43.0894 | 39.6341 | 36.1789 | 43.0894 |
Ratio Avg Win / Avg Loss | 2.7403 | 3.7345 | 1.6696 | 1.6918 | 1.9317 | 1.505 |
Largest Winning Trade | 266879 | 266879 | 38972 | 7569710 | 7569710 | 2067492 |
Largest Losing Trade | -32110 | -32110 | -26934 | -4297559 | -4297559 | -2398661 |
Avg Bars in Trades | 43 | 63 | 24 | 43 | 63 | 24 |
Avg Bars in Winners | 71 | 111 | 36 | 71 | 111 | 36 |
Avg Bars in Losers | 26 | 36 | 14 | 26 | 36 | 14 |
Bars Traded | 21578 | 15613 | 5965 | 21578 | 15613 | 5965 |
Profit Streak | 9.4507 | 0 | 13.034 | 9.4507 | 0 | 13.034 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317264 | 111737 | -259476 | -89922 | -111339 | -58974 |
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 161, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 14, "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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