Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1829770.9349 | 336066.3575 | -2165837.2924 | -193991296.4127 | 167816663.8212 | -361807960.2338 |
Total P&L (%) | -1829.7709 | 336.0664 | -2165.8373 | -193991.2964 | 167816.6638 | -361807.9602 |
Avg Daily Profit (%) | -0.8063 | 0.1481 | -0.9544 | 0 | 0.3278 | 0 |
Buy And Hold Return (%) | 9931.8206 | 9931.8206 | 9931.8206 | 9931.8206 | 9931.8206 | 9931.8206 |
Max Trade Drawdown | -2213480 | -84951 | -2257004 | -589268112 | -96615488 | -610082660 |
Profit Factor | 0.3638 | 2.2399 | 0.1686 | 0.8341 | 1.4436 | 0.5426 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 103 | 52 | 51 | 102 | 45 | 57 |
Losing Trades | 91 | 45 | 46 | 92 | 52 | 40 |
Profitability (%) | 53.0928 | 53.6082 | 52.5773 | 52.5773 | 46.3918 | 58.7629 |
Ratio Avg Win / Avg Loss | 0.3214 | 1.9384 | 0.1521 | 0.7523 | 1.6682 | 0.3808 |
Largest Winning Trade | 95645 | 95645 | 39045 | 89880054 | 89880054 | 51308340 |
Largest Losing Trade | -1829677 | -30166 | -1829677 | -396079804 | -47530953 | -396079804 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 29 | 26 | 32 | 30 | 33 | 28 |
Avg Bars in Losers | 38 | 42 | 34 | 36 | 33 | 41 |
Bars Traded | 6540 | 3278 | 3261 | 6540 | 3278 | 3261 |
Profit Streak | 133.7611 | 135.7611 | 133.7611 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577944 | -155310 | -579779 | -579428 | 342136 | -579937 |
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{ "first_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 142 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 142 } } }
# | 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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