Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1153547.9712 | -9030.7561 | -1144517.215 | -1477985.3835 | -7951772.0158 | 6473786.6323 |
Total P&L (%) | -1153.548 | -9.0308 | -1144.5172 | -1477.9854 | -7951.772 | 6473.7866 |
Avg Daily Profit (%) | -0.6368 | -0.005 | -0.6318 | 0 | 0 | 0.2313 |
Buy And Hold Return (%) | 471.9258 | 471.9258 | 471.9258 | 471.9258 | 471.9258 | 471.9258 |
Max Trade Drawdown | -1219503 | -183725 | -1170935 | -24287788 | -17624982 | -8054887 |
Profit Factor | 0.3399 | 0.9685 | 0.2165 | 0.9588 | 0.6252 | 1.4421 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 60 | 30 | 30 | 45 | 21 | 24 |
Losing Trades | 25 | 13 | 12 | 40 | 22 | 18 |
Profitability (%) | 70.5882 | 69.7674 | 71.4286 | 52.9412 | 48.8372 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1416 | 0.4197 | 0.0866 | 0.8523 | 0.655 | 1.0816 |
Largest Winning Trade | 50015 | 50015 | 29888 | 7900227 | 2287854 | 7900227 |
Largest Losing Trade | -521257 | -72884 | -521257 | -14729712 | -14729712 | -4991404 |
Avg Bars in Trades | 125 | 129 | 120 | 125 | 129 | 120 |
Avg Bars in Winners | 56 | 62 | 50 | 104 | 100 | 107 |
Avg Bars in Losers | 289 | 285 | 295 | 148 | 157 | 137 |
Bars Traded | 10626 | 5580 | 5046 | 10626 | 5580 | 5046 |
Profit Streak | 18.4292 | 167.4292 | 18.4292 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576031 | -576753 | -576891 | -580169 | -581179 | 368170 |
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{ "first_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 195, "offset": 0, "a": 0.68011 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 195, "offset": 0, "a": 0.68011 } } }
# | 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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