Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2699032.5972 | 233488.5854 | -2932521.1826 | -21768561.7155 | 23395385.9362 | -45163947.6517 |
Total P&L (%) | -2699.0326 | 233.4886 | -2932.5212 | -21768.5617 | 23395.3859 | -45163.9477 |
Avg Daily Profit (%) | -1.1948 | 0.1034 | -1.2982 | 0 | 0.242 | 0 |
Buy And Hold Return (%) | 10870.0741 | 10870.0741 | 10870.0741 | 10870.0741 | 10870.0741 | 10870.0741 |
Max Trade Drawdown | -2932902 | -62018 | -3025878 | -56283950 | -5595158 | -63394418 |
Profit Factor | 0.1997 | 2.9917 | 0.0992 | 0.7815 | 2.5331 | 0.4647 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 21 | 19 | 41 | 21 | 20 |
Losing Trades | 25 | 12 | 13 | 24 | 12 | 12 |
Profitability (%) | 61.5385 | 63.6364 | 59.375 | 63.0769 | 63.6364 | 62.5 |
Ratio Avg Win / Avg Loss | 0.1248 | 1.7096 | 0.0678 | 0.4575 | 1.4475 | 0.2788 |
Largest Winning Trade | 41793 | 41793 | 38902 | 18233584 | 12093550 | 18233584 |
Largest Losing Trade | -2807507 | -44570 | -2807507 | -49020634 | -5256641 | -49020634 |
Avg Bars in Trades | 65 | 51 | 79 | 65 | 51 | 79 |
Avg Bars in Winners | 60 | 48 | 73 | 59 | 48 | 72 |
Avg Bars in Losers | 73 | 56 | 88 | 74 | 57 | 92 |
Bars Traded | 4245 | 1696 | 2549 | 4245 | 1696 | 2549 |
Profit Streak | 0 | 0 | 189.1999 | 56.1999 | 122.6999 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715282 | -213315 | -579006 | -714521 | 307761 | -579190 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 67, "offset": 123, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 67, "offset": 123, "poles": 2 } } }
# | 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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