Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1276757.2721 | 1128623.1315 | 148134.1406 | 11171850.002 | 6052419.8085 | 5119430.1935 |
Total P&L (%) | 1276.7573 | 1128.6231 | 148.1341 | 11171.85 | 6052.4198 | 5119.4302 |
Avg Daily Profit (%) | 0.703 | 0.6214 | 0.0816 | 0.2605 | 0.2271 | 0.218 |
Buy And Hold Return (%) | 730.5725 | 730.5725 | 730.5725 | 730.5725 | 730.5725 | 730.5725 |
Max Trade Drawdown | -100256 | -76111 | -38638 | -13821399 | -9065730 | -5156654 |
Profit Factor | 5.0686 | 5.9551 | 2.7218 | 1.3595 | 1.2671 | 1.6084 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 12 | 25 | 37 | 12 | 25 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 52.1127 | 34.2857 | 69.4444 | 52.1127 | 34.2857 | 69.4444 |
Ratio Avg Win / Avg Loss | 4.6577 | 11.4139 | 1.1976 | 1.2493 | 2.4286 | 0.7077 |
Largest Winning Trade | 464212 | 464212 | 40258 | 15226569 | 15226569 | 1933808 |
Largest Losing Trade | -34361 | -34361 | -16774 | -4469299 | -4469299 | -3110010 |
Avg Bars in Trades | 95 | 165 | 28 | 95 | 165 | 28 |
Avg Bars in Winners | 108 | 266 | 33 | 108 | 266 | 33 |
Avg Bars in Losers | 81 | 111 | 18 | 81 | 111 | 18 |
Bars Traded | 6799 | 5775 | 1025 | 6799 | 5775 | 1025 |
Profit Streak | 75.3844 | 75.3844 | 385.8844 | 75.3844 | 75.3844 | 385.8844 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77743 | 167351 | -241579 | -80351 | 133205 | 454818 |
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{ "first_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 65, "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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