Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2444391.5423 | -199690.1128 | -2244701.4295 | -105957.8112 | 5023245.2933 | -5129203.1044 |
Total P&L (%) | -2444.3915 | -199.6901 | -2244.7014 | -105.9578 | 5023.2453 | -5129.2031 |
Avg Daily Profit (%) | -1.051 | -0.0859 | -0.9652 | 0 | 0.1694 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2523063 | -212272 | -2341032 | -7075329 | -276453 | -7862384 |
Profit Factor | 0.199 | 0.5577 | 0.1367 | 0.9878 | 9.3004 | 0.3661 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 44 | 19 | 25 | 32 | 20 | 12 |
Losing Trades | 28 | 17 | 11 | 40 | 16 | 24 |
Profitability (%) | 61.1111 | 52.7778 | 69.4444 | 44.4444 | 55.5556 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.1266 | 0.499 | 0.0601 | 1.2348 | 7.4403 | 0.7321 |
Largest Winning Trade | 69614 | 69614 | 52779 | 3289027 | 3289027 | 1072683 |
Largest Losing Trade | -1825235 | -79187 | -1825235 | -5900411 | -276453 | -5900411 |
Avg Bars in Trades | 190 | 220 | 161 | 190 | 220 | 161 |
Avg Bars in Winners | 93 | 102 | 86 | 243 | 274 | 190 |
Avg Bars in Losers | 343 | 352 | 330 | 148 | 152 | 146 |
Bars Traded | 13737 | 7936 | 5801 | 13737 | 7936 | 5801 |
Profit Streak | 27.8122 | 0 | 293.6456 | 0 | 55.6456 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -662296 | -580420 | -576890 | -665049 | 633036 | -587261 |
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{ "first_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 76, "offset": 0, "a": 0.07663 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 76, "offset": 0, "a": 0.07663 } } }
# | 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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