Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -983831.9451 | 99412.7559 | -1083244.701 | -1795724.8923 | -12261579.4152 | 10465854.5229 |
Total P&L (%) | -983.8319 | 99.4128 | -1083.2447 | -1795.7249 | -12261.5794 | 10465.8545 |
Avg Daily Profit (%) | -0.5424 | 0.0548 | -0.5972 | 0 | 0 | 0.2572 |
Buy And Hold Return (%) | 564.451 | 564.451 | 564.451 | 564.451 | 564.451 | 564.451 |
Max Trade Drawdown | -1067600 | -155452 | -1126860 | -27130394 | -20783742 | -6390880 |
Profit Factor | 0.4252 | 1.3107 | 0.2215 | 0.9593 | 0.5907 | 1.7409 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 21 | 20 | 28 | 12 | 16 |
Losing Trades | 25 | 12 | 13 | 38 | 21 | 17 |
Profitability (%) | 62.1212 | 63.6364 | 60.6061 | 42.4242 | 36.3636 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.2592 | 0.749 | 0.144 | 1.3019 | 1.0338 | 1.8497 |
Largest Winning Trade | 82292 | 82292 | 39251 | 14176657 | 4910811 | 14176657 |
Largest Losing Trade | -608318 | -78855 | -608318 | -18958093 | -18958093 | -3926157 |
Avg Bars in Trades | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Winners | 41 | 44 | 39 | 82 | 89 | 76 |
Avg Bars in Losers | 140 | 143 | 138 | 77 | 74 | 80 |
Bars Traded | 5244 | 2648 | 2596 | 5244 | 2648 | 2596 |
Profit Streak | 31.6988 | 168.6988 | 0 | 0 | 0 | 156.0322 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707166 | -283933 | -579427 | -710835 | -584439 | 438386 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 214, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 214, "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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