Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2264190.5148 | 2260741.9919 | 3448.523 | 519333.4456 | 884171.4872 | -364838.0416 |
Total P&L (%) | 2264.1905 | 2260.742 | 3.4485 | 519.3334 | 884.1715 | -364.838 |
Avg Daily Profit (%) | 1.0244 | 1.0228 | 0.0016 | 0.0825 | 0.1035 | 0 |
Buy And Hold Return (%) | 723.446 | 723.446 | 723.446 | 723.446 | 723.446 | 723.446 |
Max Trade Drawdown | -218692 | -129363 | -148376 | -10294585 | -6686414 | -5758051 |
Profit Factor | 3.3649 | 5.2159 | 1.0082 | 1.0148 | 1.0476 | 0.978 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 49.3421 | 47.3684 | 51.3158 | 49.3421 | 47.3684 | 51.3158 |
Ratio Avg Win / Avg Loss | 3.4546 | 5.7954 | 0.9565 | 1.0418 | 1.1641 | 0.9279 |
Largest Winning Trade | 2112471 | 2112471 | 36948 | 4328319 | 4328319 | 2802142 |
Largest Losing Trade | -51804 | -40818 | -51804 | -3431112 | -3431112 | -2549425 |
Avg Bars in Trades | 84 | 109 | 60 | 84 | 109 | 60 |
Avg Bars in Winners | 103 | 141 | 69 | 103 | 141 | 69 |
Avg Bars in Losers | 66 | 80 | 51 | 66 | 80 | 51 |
Bars Traded | 12910 | 8295 | 4615 | 12910 | 8295 | 4615 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624234 | -32168 | -618978 | -451856 | -369636 | -630065 |
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 80, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 80, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 208, "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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