Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2573661.714 | 2702821.4266 | -129159.7126 | -96013.5935 | 30895.5877 | -126909.1812 |
Total P&L (%) | 2573.6617 | 2702.8214 | -129.1597 | -96.0136 | 30.8956 | -126.9092 |
Avg Daily Profit (%) | 1.1104 | 1.1661 | -0.0557 | -0.1389 | 0.0116 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264488 | -242799 | -147627 | -380848 | -256180 | -146124 |
Profit Factor | 2.9662 | 3.9037 | 0.6584 | 0.8814 | 1.0532 | 0.447 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 43.3862 | 39.3617 | 47.3684 | 43.3862 | 39.3617 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.8706 | 6.0138 | 0.7316 | 1.1501 | 1.6226 | 0.4966 |
Largest Winning Trade | 2736940 | 2736940 | 18437 | 353795 | 353795 | 18112 |
Largest Losing Trade | -57365 | -57365 | -30622 | -90834 | -90834 | -36606 |
Avg Bars in Trades | 72 | 130 | 15 | 72 | 130 | 15 |
Avg Bars in Winners | 80 | 159 | 16 | 80 | 159 | 16 |
Avg Bars in Losers | 66 | 112 | 13 | 66 | 112 | 13 |
Bars Traded | 13733 | 12298 | 1435 | 13733 | 12298 | 1435 |
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 | 630642 | 577238 | -581824 | -580693 | -345633 | -581824 |
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{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 51, "offset": 0 } } }
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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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