Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375714.0957 | 1371483.5727 | 4230.523 | 475850.6883 | 312822.9731 | 163027.7152 |
Total P&L (%) | 1375.7141 | 1371.4836 | 4.2305 | 475.8507 | 312.823 | 163.0277 |
Avg Daily Profit (%) | 0.7565 | 0.7542 | 0.0023 | 0.0963 | 0.078 | 0.0532 |
Buy And Hold Return (%) | 606.8726 | 606.8726 | 606.8726 | 606.8726 | 606.8726 | 606.8726 |
Max Trade Drawdown | -193354 | -184619 | -25667 | -2780000 | -2913788 | -148742 |
Profit Factor | 3.2865 | 3.5019 | 1.0791 | 1.0784 | 1.0554 | 1.3852 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 38.4 | 29.0323 | 47.619 | 38.4 | 29.0323 | 47.619 |
Ratio Avg Win / Avg Loss | 5.272 | 8.5603 | 1.187 | 1.73 | 2.5799 | 1.5237 |
Largest Winning Trade | 703535 | 703535 | 5712 | 2131768 | 2131768 | 90970 |
Largest Losing Trade | -55765 | -55765 | -6300 | -968035 | -968035 | -71255 |
Avg Bars in Trades | 169 | 337 | 4 | 169 | 337 | 4 |
Avg Bars in Winners | 209 | 549 | 5 | 209 | 549 | 5 |
Avg Bars in Losers | 144 | 250 | 4 | 144 | 250 | 4 |
Bars Traded | 21200 | 20907 | 293 | 21200 | 20907 | 293 |
Profit Streak | 45.0239 | 0 | 50.9406 | 45.0239 | 0 | 50.9406 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372376 | -152186 | -635802 | -366913 | -579522 | -432703 |
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{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "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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