Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1334117.6831 | -32776.2028 | -1301341.4803 | -422852.7594 | -6274560.7295 | 5851707.9701 |
Total P&L (%) | -1334.1177 | -32.7762 | -1301.3415 | -422.8528 | -6274.5607 | 5851.708 |
Avg Daily Profit (%) | -0.7306 | -0.0179 | -0.7126 | 0 | 0 | 0.224 |
Buy And Hold Return (%) | 621.542 | 621.542 | 621.542 | 621.542 | 621.542 | 621.542 |
Max Trade Drawdown | -1398076 | -156045 | -1340053 | -14795933 | -10913494 | -4652100 |
Profit Factor | 0.3237 | 0.9025 | 0.2048 | 0.9845 | 0.5666 | 1.4575 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 49 | 23 | 26 | 46 | 23 | 23 |
Losing Trades | 35 | 19 | 16 | 38 | 19 | 19 |
Profitability (%) | 58.3333 | 54.7619 | 61.9048 | 54.7619 | 54.7619 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.2312 | 0.7455 | 0.126 | 0.8133 | 0.4681 | 1.2041 |
Largest Winning Trade | 48697 | 48233 | 48697 | 11884427 | 2262637 | 11884427 |
Largest Losing Trade | -739778 | -78004 | -739778 | -10316587 | -10316587 | -3608484 |
Avg Bars in Trades | 251 | 221 | 282 | 251 | 221 | 282 |
Avg Bars in Winners | 153 | 135 | 169 | 235 | 191 | 280 |
Avg Bars in Losers | 389 | 325 | 464 | 270 | 257 | 284 |
Bars Traded | 21131 | 9283 | 11848 | 21131 | 9283 | 11848 |
Profit Streak | 46.7159 | 77.5492 | 0 | 0 | 0 | 99.7159 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578914 | -579559 | -579191 | -579936 | -580117 | 378374 |
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 249, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 249, "offset": 0, "scalar": 1 } } }
# | 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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