Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2395970.2788 | -197188.974 | -2198781.3047 | -89905.0422 | 4385225.7654 | -4475130.8076 |
Total P&L (%) | -2395.9703 | -197.189 | -2198.7813 | -89.905 | 4385.2258 | -4475.1308 |
Avg Daily Profit (%) | -1.0367 | -0.0853 | -0.9514 | -0.0992 | 0.1647 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2459092 | -212258 | -2260588 | -6328101 | -719980 | -7018464 |
Profit Factor | 0.1715 | 0.4902 | 0.1223 | 0.9901 | 3.5165 | 0.3868 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 14 | 22 | 34 | 16 | 18 |
Losing Trades | 31 | 19 | 12 | 33 | 17 | 16 |
Profitability (%) | 53.7313 | 42.4242 | 64.7059 | 50.7463 | 48.4848 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.1477 | 0.6652 | 0.0667 | 0.9609 | 3.7363 | 0.3438 |
Largest Winning Trade | 31535 | 26921 | 31535 | 3891281 | 3891281 | 816801 |
Largest Losing Trade | -1778436 | -78119 | -1778436 | -3810143 | -719980 | -3810143 |
Avg Bars in Trades | 191 | 222 | 162 | 191 | 222 | 162 |
Avg Bars in Winners | 108 | 146 | 84 | 204 | 242 | 170 |
Avg Bars in Losers | 288 | 278 | 304 | 179 | 204 | 152 |
Bars Traded | 12851 | 7342 | 5509 | 12851 | 7342 | 5509 |
Profit Streak | 9.0899 | 0 | 38.7566 | 9.0899 | 0 | 38.7566 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700626 | -583748 | -578342 | -701013 | 497846 | -579867 |
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{ "first_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 184, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 184, "offset": 0, "scalar": 4 } } }
# | 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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