Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1882758.1836 | 364554.7402 | -2247312.9238 | 8978633.5885 | -26481305.5079 | 35459939.0965 |
Total P&L (%) | -1882.7582 | 364.5547 | -2247.3129 | 8978.6336 | -26481.3055 | 35459.9391 |
Avg Daily Profit (%) | -0.8289 | 0.1605 | -0.9894 | 0.1987 | 0 | 0.2589 |
Buy And Hold Return (%) | 9643.9673 | 9643.9673 | 9643.9673 | 9643.9673 | 9643.9673 | 9643.9673 |
Max Trade Drawdown | -2197749 | -71429 | -2345932 | -29868038 | -29436658 | -15192594 |
Profit Factor | 0.3102 | 2.8869 | 0.114 | 1.1385 | 0.298 | 2.3076 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 23 | 23 | 38 | 20 | 18 |
Losing Trades | 30 | 15 | 15 | 38 | 18 | 20 |
Profitability (%) | 60.5263 | 60.5263 | 60.5263 | 50 | 52.6316 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.2023 | 1.8828 | 0.0743 | 1.1385 | 0.2682 | 2.564 |
Largest Winning Trade | 101253 | 101253 | 34593 | 28307290 | 2499676 | 28307290 |
Largest Losing Trade | -2173876 | -33807 | -2173876 | -15192594 | -14675443 | -15192594 |
Avg Bars in Trades | 82 | 71 | 93 | 82 | 71 | 93 |
Avg Bars in Winners | 71 | 58 | 84 | 94 | 77 | 112 |
Avg Bars in Losers | 99 | 91 | 107 | 71 | 65 | 77 |
Bars Traded | 6295 | 2726 | 3568 | 6295 | 2726 | 3568 |
Profit Streak | 85.0605 | 137.7272 | 0 | 85.0605 | 137.7272 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632355 | -150644 | -579400 | -279185 | -579463 | 338957 |
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{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "offset": 177 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "offset": 177 } } }
# | 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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