Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2963600.8842 | 268154.6109 | -3231755.4951 | -308826.033 | 59005602.6967 | -59314428.7297 |
Total P&L (%) | -2963.6009 | 268.1546 | -3231.7555 | -308.826 | 59005.6027 | -59314.4287 |
Avg Daily Profit (%) | -1.4508 | 0.1313 | -1.5821 | 0 | 0.3129 | 0 |
Buy And Hold Return (%) | 2848.5666 | 2848.5666 | 2848.5666 | 2848.5666 | 2848.5666 | 2848.5666 |
Max Trade Drawdown | -3102710 | -51538 | -3372523 | -394899265 | -56163085 | -394899265 |
Profit Factor | 0.382 | 1.6105 | 0.2581 | 0.9997 | 1.3428 | 0.9233 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 179 | 83 | 96 | 149 | 75 | 74 |
Losing Trades | 139 | 76 | 63 | 169 | 84 | 85 |
Profitability (%) | 56.2893 | 52.2013 | 60.3774 | 46.8553 | 47.1698 | 46.5409 |
Ratio Avg Win / Avg Loss | 0.2966 | 1.4747 | 0.1694 | 1.1339 | 1.5039 | 1.0605 |
Largest Winning Trade | 94922 | 94922 | 63767 | 183636291 | 43755081 | 183636291 |
Largest Losing Trade | -2559236 | -23891 | -2559236 | -394899265 | -41625828 | -394899265 |
Avg Bars in Trades | 38 | 14 | 61 | 38 | 14 | 61 |
Avg Bars in Winners | 31 | 13 | 47 | 38 | 13 | 63 |
Avg Bars in Losers | 46 | 15 | 84 | 38 | 15 | 60 |
Bars Traded | 12158 | 2302 | 9856 | 12158 | 2302 | 9856 |
Profit Streak | 277.4655 | 277.4655 | 288.4655 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576906 | -179800 | -577763 | -578671 | 356904 | -580179 |
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "offset": 54 } } }
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# | 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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