Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1593796.3357 | -92591.4842 | -1501204.8515 | 33252.5309 | 8546887.026 | -8513634.4951 |
Total P&L (%) | -1593.7963 | -92.5915 | -1501.2049 | 33.2525 | 8546.887 | -8513.6345 |
Avg Daily Profit (%) | -0.8486 | -0.0493 | -0.7993 | 0.0153 | 0.2377 | 0 |
Buy And Hold Return (%) | 289.4903 | 289.4903 | 289.4903 | 289.4903 | 289.4903 | 289.4903 |
Max Trade Drawdown | -1816961 | -225613 | -1635128 | -8396397 | -756397 | -10946532 |
Profit Factor | 0.2648 | 0.7326 | 0.1759 | 1.0019 | 5.5775 | 0.4508 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 19 | 31 | 42 | 25 | 17 |
Losing Trades | 29 | 20 | 9 | 37 | 14 | 23 |
Profitability (%) | 63.2911 | 48.7179 | 77.5 | 53.1646 | 64.1026 | 42.5 |
Ratio Avg Win / Avg Loss | 0.1536 | 0.7711 | 0.0511 | 0.8826 | 3.1234 | 0.6099 |
Largest Winning Trade | 43688 | 35466 | 43688 | 3889554 | 3889554 | 3785115 |
Largest Losing Trade | -838197 | -62653 | -838197 | -7930126 | -756397 | -7930126 |
Avg Bars in Trades | 281 | 334 | 229 | 281 | 334 | 229 |
Avg Bars in Winners | 148 | 168 | 136 | 335 | 370 | 284 |
Avg Bars in Losers | 509 | 492 | 549 | 219 | 270 | 188 |
Bars Traded | 22214 | 13049 | 9165 | 22214 | 13049 | 9165 |
Profit Streak | 40.437 | 41.0203 | 40.437 | 40.437 | 41.0203 | 40.437 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609067 | -580706 | -576636 | -588171 | 683162 | -583118 |
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 176, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 176, "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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