Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2883016.9929 | -48662.9409 | -2834354.0521 | -31060833.2018 | 25705532.5378 | -56766365.7396 |
Total P&L (%) | -2883.017 | -48.6629 | -2834.3541 | -31060.8332 | 25705.5325 | -56766.3657 |
Avg Daily Profit (%) | -1.5495 | -0.0262 | -1.5233 | 0 | 0.2989 | 0 |
Buy And Hold Return (%) | 9076.8774 | 9076.8774 | 9076.8774 | 9076.8774 | 9076.8774 | 9076.8774 |
Max Trade Drawdown | -2914970 | -67040 | -2888358 | -119236620 | -8729043 | -116476472 |
Profit Factor | 0.1241 | 0.7296 | 0.0891 | 0.7872 | 2.6737 | 0.5654 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 15 | 15 | 35 | 17 | 18 |
Losing Trades | 28 | 14 | 14 | 23 | 12 | 11 |
Profitability (%) | 51.7241 | 51.7241 | 51.7241 | 60.3448 | 58.6207 | 62.069 |
Ratio Avg Win / Avg Loss | 0.1159 | 0.6809 | 0.0832 | 0.5173 | 1.8873 | 0.3455 |
Largest Winning Trade | 56342 | 33587 | 56342 | 32650003 | 12056687 | 32650003 |
Largest Losing Trade | -1847270 | -38652 | -1847270 | -111968392 | -4472679 | -111968392 |
Avg Bars in Trades | 181 | 66 | 296 | 181 | 66 | 296 |
Avg Bars in Winners | 121 | 59 | 183 | 168 | 60 | 270 |
Avg Bars in Losers | 246 | 74 | 418 | 201 | 74 | 339 |
Bars Traded | 10538 | 1931 | 8607 | 10538 | 1931 | 8607 |
Profit Streak | 76.6315 | 169.1315 | 0 | 0 | 0 | 196.9649 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759496 | -579641 | -580609 | -758936 | 424269 | -578292 |
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "offset": 0, "scalar": 2 } } }
# | 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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