Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2425486.425 | 2314647.0817 | 110839.3433 | 87085644.5211 | 100729067.4597 | -13643422.9386 |
Total P&L (%) | 2425.4864 | 2314.6471 | 110.8393 | 87085.6445 | 100729.0675 | -13643.4229 |
Avg Daily Profit (%) | 1.304 | 1.2444 | 0.0596 | 0.3647 | 0.3725 | 0 |
Buy And Hold Return (%) | 5709.3429 | 5709.3429 | 5709.3429 | 5709.3429 | 5709.3429 | 5709.3429 |
Max Trade Drawdown | -55168 | -64058 | -58859 | -34626602 | -15804830 | -39274278 |
Profit Factor | 9.6418 | 16.2369 | 1.8608 | 1.9899 | 3.5679 | 0.7201 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 35.9375 | 31.25 | 40.625 | 35.9375 | 31.25 | 40.625 |
Ratio Avg Win / Avg Loss | 17.1875 | 35.7211 | 2.7197 | 3.5471 | 7.8495 | 1.0525 |
Largest Winning Trade | 1530909 | 1530909 | 57506 | 60938339 | 60938339 | 20186306 |
Largest Losing Trade | -19302 | -16058 | -19302 | -9524945 | -6311448 | -9524945 |
Avg Bars in Trades | 81 | 84 | 78 | 81 | 84 | 78 |
Avg Bars in Winners | 171 | 204 | 145 | 171 | 204 | 145 |
Avg Bars in Losers | 30 | 29 | 32 | 30 | 29 | 32 |
Bars Traded | 5203 | 2700 | 2503 | 5203 | 2700 | 2503 |
Profit Streak | 0 | 220.6863 | 0 | 0 | 220.6863 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -292892 | -150430 | -279275 | -136020 | 342875 | -582789 |
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{ "first_band": { "type": "ssf", "factors": { "length": 233, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 61, "offset": 0 } } }
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# | 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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