Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923034.5611 | 808155.89 | 114878.6711 | 9338451.0545 | 13865734.1504 | -4527283.0959 |
Total P&L (%) | 923.0346 | 808.1559 | 114.8787 | 9338.4511 | 13865.7342 | -4527.2831 |
Avg Daily Profit (%) | 0.3693 | 0.3233 | 0.046 | 0.1821 | 0.1978 | 0 |
Buy And Hold Return (%) | 827.7116 | 827.7116 | 827.7116 | 827.7116 | 827.7116 | 827.7116 |
Max Trade Drawdown | -90445 | -55728 | -68800 | -6567668 | -2336943 | -7314966 |
Profit Factor | 2.9169 | 4.5857 | 1.4485 | 1.5677 | 3.4299 | 0.5786 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 50 | 47.5 | 52.5 | 50 | 47.5 | 52.5 |
Ratio Avg Win / Avg Loss | 2.9169 | 5.0684 | 1.3105 | 1.5677 | 3.791 | 0.5235 |
Largest Winning Trade | 321069 | 321069 | 47814 | 10111990 | 10111990 | 877595 |
Largest Losing Trade | -46766 | -30116 | -46766 | -4982465 | -1306678 | -4982465 |
Avg Bars in Trades | 183 | 183 | 184 | 183 | 183 | 184 |
Avg Bars in Winners | 229 | 220 | 237 | 229 | 220 | 237 |
Avg Bars in Losers | 138 | 151 | 125 | 138 | 151 | 125 |
Bars Traded | 14718 | 7355 | 7363 | 14718 | 7355 | 7363 |
Profit Streak | 0 | 172.0252 | 0 | 0 | 172.0252 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138671 | -149170 | -295955 | -13061 | 525716 | -580425 |
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{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.74044 } }, "second_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.74044 } }, "second_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 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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