Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -992047.9661 | 53626.9228 | -1045674.8889 | -1178702.9393 | -4533944.3515 | 3355241.4122 |
Total P&L (%) | -992.048 | 53.6269 | -1045.6749 | -1178.7029 | -4533.9444 | 3355.2414 |
Avg Daily Profit (%) | -0.5475 | 0.0296 | -0.5771 | 0 | 0 | 0.1957 |
Buy And Hold Return (%) | 522.2707 | 522.2707 | 522.2707 | 522.2707 | 522.2707 | 522.2707 |
Max Trade Drawdown | -1112091 | -121395 | -1100363 | -9038166 | -6241954 | -3000004 |
Profit Factor | 0.4138 | 1.1712 | 0.2418 | 0.9369 | 0.5453 | 1.3853 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 43 | 24 | 19 | 39 | 19 | 20 |
Losing Trades | 32 | 13 | 19 | 36 | 18 | 18 |
Profitability (%) | 57.3333 | 64.8649 | 50 | 52 | 51.3514 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.308 | 0.6344 | 0.2418 | 0.8648 | 0.5166 | 1.2468 |
Largest Winning Trade | 46849 | 46849 | 42767 | 7809746 | 935617 | 7809746 |
Largest Losing Trade | -531353 | -79720 | -531353 | -5436258 | -5436258 | -2177444 |
Avg Bars in Trades | 142 | 153 | 132 | 142 | 153 | 132 |
Avg Bars in Winners | 87 | 93 | 80 | 140 | 169 | 114 |
Avg Bars in Losers | 217 | 264 | 184 | 144 | 137 | 152 |
Bars Traded | 10708 | 5683 | 5025 | 10708 | 5683 | 5025 |
Profit Streak | 0 | 60.3362 | 0 | 23.0028 | 0 | 99.1695 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640827 | -350464 | -580764 | -641249 | -580597 | 343260 |
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{ "first_band": { "type": "t3", "factors": { "length": 61, "offset": 0, "a": 0.65185 } }, "second_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 61, "offset": 0, "a": 0.65185 } }, "second_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 3 } } }
# | 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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