Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -840869.1 | 85315.3547 | -926184.4547 | -684225.5854 | -5052077.6149 | 4367852.0295 |
Total P&L (%) | -840.8691 | 85.3154 | -926.1845 | -684.2256 | -5052.0776 | 4367.852 |
Avg Daily Profit (%) | -0.4635 | 0.047 | -0.5105 | 0 | 0 | 0.2096 |
Buy And Hold Return (%) | 366.3742 | 366.3742 | 366.3742 | 366.3742 | 366.3742 | 366.3742 |
Max Trade Drawdown | -888097 | -100029 | -941075 | -16329028 | -10374919 | -7687720 |
Profit Factor | 0.4706 | 1.2789 | 0.2777 | 0.9785 | 0.6678 | 1.2631 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 25 | 23 | 42 | 21 | 21 |
Losing Trades | 30 | 14 | 16 | 36 | 18 | 18 |
Profitability (%) | 61.5385 | 64.1026 | 58.9744 | 53.8462 | 53.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 0.2941 | 0.7162 | 0.1932 | 0.8387 | 0.5724 | 1.0826 |
Largest Winning Trade | 49340 | 47734 | 49340 | 9675269 | 1835727 | 9675269 |
Largest Losing Trade | -503695 | -68266 | -503695 | -9646153 | -9646153 | -5481200 |
Avg Bars in Trades | 92 | 93 | 90 | 92 | 93 | 90 |
Avg Bars in Winners | 64 | 64 | 63 | 89 | 100 | 79 |
Avg Bars in Losers | 137 | 145 | 130 | 95 | 85 | 104 |
Bars Traded | 7206 | 3659 | 3546 | 7206 | 3659 | 3546 |
Profit Streak | 0 | 63.0454 | 0 | 21.0454 | 0 | 101.5454 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -617782 | -295187 | -579594 | -618505 | -580258 | 340406 |
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{ "first_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 2 } } }
# | 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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