Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2429545.0928 | 9157.5027 | -2438702.5954 | -5520508.8982 | -27315157.3331 | 21794648.435 |
Total P&L (%) | -2429.5451 | 9.1575 | -2438.7026 | -5520.5089 | -27315.1573 | 21794.6484 |
Avg Daily Profit (%) | -1.3026 | 0.0049 | -1.3076 | 0 | 0 | 0.2894 |
Buy And Hold Return (%) | 5852.7519 | 5852.7519 | 5852.7519 | 5852.7519 | 5852.7519 | 5852.7519 |
Max Trade Drawdown | -2513048 | -125367 | -2482755 | -41773343 | -31610429 | -18440272 |
Profit Factor | 0.177 | 1.0374 | 0.0992 | 0.9184 | 0.2944 | 1.7537 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 67 | 32 | 35 | 46 | 19 | 27 |
Losing Trades | 30 | 17 | 13 | 51 | 30 | 21 |
Profitability (%) | 69.0722 | 65.3061 | 72.9167 | 47.4227 | 38.7755 | 56.25 |
Ratio Avg Win / Avg Loss | 0.0793 | 0.5511 | 0.0369 | 1.0182 | 0.4649 | 1.364 |
Largest Winning Trade | 28724 | 21827 | 28724 | 21948524 | 3210650 | 21948524 |
Largest Losing Trade | -1619249 | -62749 | -1619249 | -14562604 | -12282859 | -14562604 |
Avg Bars in Trades | 222 | 221 | 223 | 222 | 221 | 223 |
Avg Bars in Winners | 92 | 106 | 80 | 175 | 149 | 193 |
Avg Bars in Losers | 512 | 438 | 608 | 264 | 266 | 261 |
Bars Traded | 21569 | 10845 | 10724 | 21569 | 10845 | 10724 |
Profit Streak | 48.2466 | 155.0799 | 0 | 0 | 0 | 76.2466 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577208 | -529629 | -577718 | -579855 | -585046 | 360155 |
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{ "first_band": { "type": "ssf", "factors": { "length": 75, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 75, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 218, "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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