Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -946047.9305 | 54111.225 | -1000159.1555 | -1424232.289 | -5751474.8272 | 4327242.5383 |
Total P&L (%) | -946.0479 | 54.1112 | -1000.1592 | -1424.2323 | -5751.4748 | 4327.2425 |
Avg Daily Profit (%) | -0.519 | 0.0297 | -0.5487 | 0 | 0 | 0.2082 |
Buy And Hold Return (%) | 715.2057 | 715.2057 | 715.2057 | 715.2057 | 715.2057 | 715.2057 |
Max Trade Drawdown | -1080604 | -139458 | -1067252 | -14368095 | -10640682 | -5106095 |
Profit Factor | 0.4262 | 1.1771 | 0.2553 | 0.9457 | 0.5976 | 1.3627 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 28 | 27 | 44 | 22 | 22 |
Losing Trades | 33 | 16 | 17 | 44 | 22 | 22 |
Profitability (%) | 62.5 | 63.6364 | 61.3636 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.2557 | 0.6726 | 0.1608 | 0.9457 | 0.5976 | 1.3627 |
Largest Winning Trade | 54912 | 37485 | 54912 | 8665534 | 1826838 | 8665534 |
Largest Losing Trade | -568897 | -75406 | -568897 | -9283101 | -9283101 | -2926088 |
Avg Bars in Trades | 240 | 213 | 266 | 240 | 213 | 266 |
Avg Bars in Winners | 141 | 121 | 161 | 236 | 196 | 276 |
Avg Bars in Losers | 405 | 373 | 434 | 244 | 230 | 257 |
Bars Traded | 21138 | 9392 | 11746 | 21138 | 9392 | 11746 |
Profit Streak | 44.2742 | 75.5242 | 0 | 0 | 0 | 95.7742 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578090 | -344044 | -579246 | -580543 | -580719 | 308141 |
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{ "first_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "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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