Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1170783.4025 | 1171178.7951 | -395.3926 | 759723.5336 | 1019293.1724 | -259569.6388 |
Total P&L (%) | 1170.7834 | 1171.1788 | -0.3954 | 759.7235 | 1019.2932 | -259.5696 |
Avg Daily Profit (%) | 0.6438 | 0.644 | -0.0002 | 0.1184 | 0.1329 | 0 |
Buy And Hold Return (%) | 566.8142 | 566.8142 | 566.8142 | 566.8142 | 566.8142 | 566.8142 |
Max Trade Drawdown | -172953 | -112151 | -86064 | -1563067 | -1071035 | -791337 |
Profit Factor | 2.8418 | 4.3584 | 0.9986 | 1.1393 | 1.3269 | 0.8888 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 37.1795 | 38.4615 | 35.8974 | 37.1795 | 38.4615 | 35.8974 |
Ratio Avg Win / Avg Loss | 4.8016 | 6.9735 | 1.7833 | 1.9251 | 2.1231 | 1.5871 |
Largest Winning Trade | 645098 | 645098 | 74350 | 1392202 | 1392202 | 452745 |
Largest Losing Trade | -47999 | -38989 | -47999 | -522460 | -522460 | -299329 |
Avg Bars in Trades | 65 | 84 | 47 | 65 | 84 | 47 |
Avg Bars in Winners | 112 | 132 | 90 | 112 | 132 | 90 |
Avg Bars in Losers | 38 | 53 | 22 | 38 | 53 | 22 |
Bars Traded | 5123 | 3282 | 1841 | 5123 | 3282 | 1841 |
Profit Streak | 0 | 89.7396 | 0 | 0 | 89.7396 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32959 | 316860 | -583463 | -204357 | -25981 | -583463 |
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } } }
# | 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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