Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907493.1302 | 805237.06 | 102256.0702 | 11360331.1764 | 15367490.7908 | -4007159.6144 |
Total P&L (%) | 907.4931 | 805.2371 | 102.2561 | 11360.3312 | 15367.4908 | -4007.1596 |
Avg Daily Profit (%) | 0.4357 | 0.3866 | 0.0491 | 0.2279 | 0.2423 | 0 |
Buy And Hold Return (%) | 1224.5001 | 1224.5001 | 1224.5001 | 1224.5001 | 1224.5001 | 1224.5001 |
Max Trade Drawdown | -92135 | -36101 | -91947 | -5930820 | -2384771 | -9006312 |
Profit Factor | 3.4191 | 7.2368 | 1.4156 | 1.5821 | 3.4744 | 0.6989 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 51.3158 | 44.7368 | 57.8947 | 51.3158 | 44.7368 | 57.8947 |
Ratio Avg Win / Avg Loss | 3.2438 | 8.9396 | 1.0296 | 1.5009 | 4.2919 | 0.5083 |
Largest Winning Trade | 352029 | 352029 | 49509 | 9649437 | 9649437 | 1202491 |
Largest Losing Trade | -49469 | -14768 | -49469 | -4289970 | -1245776 | -4289970 |
Avg Bars in Trades | 317 | 327 | 307 | 317 | 327 | 307 |
Avg Bars in Winners | 405 | 440 | 377 | 405 | 440 | 377 |
Avg Bars in Losers | 225 | 236 | 210 | 225 | 236 | 210 |
Bars Traded | 24136 | 12459 | 11677 | 24136 | 12459 | 11677 |
Profit Streak | 160.5689 | 160.5689 | 237.9022 | 160.5689 | 160.5689 | 237.9022 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -201411 | -148685 | -289924 | -41029 | 503157 | -578363 |
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{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.81383 } }, "second_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.81383 } }, "second_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } } }
# | 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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