Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1738099.552 | 1567756.233 | 170343.319 | 20332753.3764 | 12925513.9676 | 7407239.4088 |
Total P&L (%) | 1738.0996 | 1567.7562 | 170.3433 | 20332.7534 | 12925.514 | 7407.2394 |
Avg Daily Profit (%) | 0.9515 | 0.8583 | 0.0933 | 0.2917 | 0.2669 | 0.2367 |
Buy And Hold Return (%) | 672.8718 | 672.8718 | 672.8718 | 672.8718 | 672.8718 | 672.8718 |
Max Trade Drawdown | -105421 | -89072 | -32972 | -38395367 | -31035394 | -11950201 |
Profit Factor | 3.3242 | 4.5345 | 1.5598 | 1.1946 | 1.2058 | 1.1776 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 35.0962 | 27.8846 | 42.3077 | 35.0962 | 27.8846 | 42.3077 |
Ratio Avg Win / Avg Loss | 6.1475 | 11.7272 | 2.127 | 2.2092 | 3.1185 | 1.6059 |
Largest Winning Trade | 1005195 | 1005195 | 50573 | 22491514 | 22491514 | 8568827 |
Largest Losing Trade | -25840 | -19165 | -25840 | -6953352 | -6180554 | -6953352 |
Avg Bars in Trades | 51 | 60 | 42 | 51 | 60 | 42 |
Avg Bars in Winners | 103 | 142 | 77 | 103 | 142 | 77 |
Avg Bars in Losers | 23 | 29 | 16 | 23 | 29 | 16 |
Bars Traded | 10720 | 6321 | 4399 | 10720 | 6321 | 4399 |
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 | 412715 | -1397 | -234732 | -1266 | -8149 | -18925 |
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 7, "offset": 0 } } }
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# | 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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