Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -7785657.9103 | 149947.3528 | -7935605.2631 | 70281838.9498 | -69703652.2613 | 139985491.2111 |
Total P&L (%) | -7785.6579 | 149.9474 | -7935.6053 | 70281.839 | -69703.6523 | 139985.4912 |
Avg Daily Profit (%) | -3.4442 | 0.0663 | -3.5106 | 0.2905 | 0 | 0.321 |
Buy And Hold Return (%) | 8933.4915 | 8933.4915 | 8933.4915 | 8933.4915 | 8933.4915 | 8933.4915 |
Max Trade Drawdown | -7981987 | -58562 | -8020617 | -131737245 | -94715327 | -107109888 |
Profit Factor | 0.0621 | 2.2193 | 0.0297 | 1.2546 | 0.4926 | 2.0091 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 47 | 23 | 24 | 25 | 12 | 13 |
Losing Trades | 13 | 7 | 6 | 35 | 18 | 17 |
Profitability (%) | 78.3333 | 76.6667 | 80 | 41.6667 | 40 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.0172 | 0.6754 | 0.0074 | 1.7564 | 0.7389 | 2.6273 |
Largest Winning Trade | 82439 | 82439 | 33737 | 186960332 | 20967269 | 186960332 |
Largest Losing Trade | -7926579 | -35971 | -7926579 | -35546328 | -26821778 | -35546328 |
Avg Bars in Trades | 139 | 152 | 126 | 139 | 152 | 126 |
Avg Bars in Winners | 82 | 94 | 70 | 185 | 208 | 163 |
Avg Bars in Losers | 347 | 343 | 352 | 107 | 115 | 98 |
Bars Traded | 8377 | 4581 | 3796 | 8377 | 4581 | 3796 |
Profit Streak | 123.4514 | 123.4514 | 224.4514 | 123.4514 | 123.4514 | 342.7014 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -749646 | -264718 | -576345 | -166331 | -584148 | 403742 |
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{ "first_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.05758 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.05758 } } }
# | 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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