Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2701008.932 | 2621710.4732 | 79298.4588 | 52692223.6314 | 60246892.5775 | -7554668.9461 |
Total P&L (%) | 2701.0089 | 2621.7105 | 79.2985 | 52692.2236 | 60246.8926 | -7554.6689 |
Avg Daily Profit (%) | 1.193 | 1.158 | 0.035 | 0.2773 | 0.2832 | 0 |
Buy And Hold Return (%) | 11606.1276 | 11606.1276 | 11606.1276 | 11606.1276 | 11606.1276 | 11606.1276 |
Max Trade Drawdown | -49926 | -53514 | -49460 | -29660047 | -9862546 | -28061683 |
Profit Factor | 9.8983 | 20.4342 | 1.4702 | 1.6476 | 2.9993 | 0.8525 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 42.623 | 40 | 45.1613 | 42.623 | 40 | 45.1613 |
Ratio Avg Win / Avg Loss | 13.3246 | 30.6513 | 1.7853 | 2.2179 | 4.4989 | 1.0352 |
Largest Winning Trade | 1956929 | 1956929 | 50623 | 48136184 | 48136184 | 21610919 |
Largest Losing Trade | -32346 | -16613 | -32346 | -23402776 | -6257270 | -23402776 |
Avg Bars in Trades | 70 | 66 | 73 | 70 | 66 | 73 |
Avg Bars in Winners | 117 | 120 | 114 | 117 | 120 | 114 |
Avg Bars in Losers | 35 | 30 | 40 | 35 | 30 | 40 |
Bars Traded | 4289 | 2000 | 2289 | 4289 | 2000 | 2289 |
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 | -312888 | -147709 | -311569 | -159070 | 336065 | -581033 |
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{ "first_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 141, "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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