Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2736969.9545 | 2894185.801 | -157215.8465 | -32312.4168 | 631596.8373 | -663909.2542 |
Total P&L (%) | 2736.97 | 2894.1858 | -157.2158 | -32.3124 | 631.5968 | -663.9093 |
Avg Daily Profit (%) | 1.521 | 1.6083 | -0.0874 | -0.0217 | 0.1107 | 0 |
Buy And Hold Return (%) | 1489.7306 | 1489.7306 | 1489.7306 | 1489.7306 | 1489.7306 | 1489.7306 |
Max Trade Drawdown | -287455 | -220302 | -166764 | -2764317 | -2341473 | -820967 |
Profit Factor | 4.2748 | 5.8673 | 0.348 | 0.9932 | 1.1702 | 0.372 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 37.7358 | 32.0755 | 43.3962 | 37.7358 | 32.0755 | 43.3962 |
Ratio Avg Win / Avg Loss | 7.0534 | 12.4249 | 0.454 | 1.6388 | 2.4781 | 0.4852 |
Largest Winning Trade | 2597527 | 2597527 | 16289 | 2597527 | 2597527 | 117042 |
Largest Losing Trade | -49187 | -49187 | -27913 | -1241841 | -1241841 | -175347 |
Avg Bars in Trades | 95 | 182 | 8 | 95 | 182 | 8 |
Avg Bars in Winners | 141 | 319 | 10 | 141 | 319 | 10 |
Avg Bars in Losers | 67 | 118 | 6 | 67 | 118 | 6 |
Bars Traded | 10131 | 9690 | 440 | 10131 | 9690 | 440 |
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 | 309363 | -172275 | -763123 | -582487 | -430104 | -763123 |
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{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 33, "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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