Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369319.3964 | 325273.2035 | 44046.1929 | 1852115.4348 | 1575652.453 | 276462.9817 |
Total P&L (%) | 369.3194 | 325.2732 | 44.0462 | 1852.1154 | 1575.6525 | 276.463 |
Avg Daily Profit (%) | 0.4444 | 0.3914 | 0.053 | 0.3582 | 0.3398 | 0.1597 |
Buy And Hold Return (%) | 428.6849 | 428.6849 | 428.6849 | 428.6849 | 428.6849 | 428.6849 |
Max Trade Drawdown | -51512 | -51512 | -32247 | -637649 | -637649 | -278755 |
Profit Factor | 3.2159 | 4.4447 | 1.6097 | 2.2371 | 2.5938 | 1.5437 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Losing Trades | 16 | 4 | 12 | 16 | 4 | 12 |
Profitability (%) | 79.7468 | 89.7436 | 70 | 79.7468 | 89.7436 | 70 |
Ratio Avg Win / Avg Loss | 0.8167 | 0.508 | 0.6899 | 0.5682 | 0.2964 | 0.6616 |
Largest Winning Trade | 31961 | 31961 | 11246 | 326308 | 326308 | 117283 |
Largest Losing Trade | -51512 | -51512 | -30744 | -637649 | -637649 | -264864 |
Avg Bars in Trades | 52 | 88 | 17 | 52 | 88 | 17 |
Avg Bars in Winners | 34 | 50 | 13 | 34 | 50 | 13 |
Avg Bars in Losers | 126 | 420 | 27 | 126 | 420 | 27 |
Bars Traded | 4173 | 3464 | 709 | 4173 | 3464 | 709 |
Profit Streak | 57.7204 | 91.8871 | 57.7204 | 57.7204 | 91.8871 | 57.7204 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -178862 | -145651 | -284183 | -17231 | 545371 | -155135 |
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{ "first_band": { "type": "ssf", "factors": { "length": 12, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 131, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 12, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcu", "factors": { "length": 131, "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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