Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004537.0112 | 830613.5959 | 173923.4152 | 29161418.0619 | 28619192.7671 | 542225.2948 |
Total P&L (%) | 1004.537 | 830.6136 | 173.9234 | 29161.4181 | 28619.1928 | 542.2253 |
Avg Daily Profit (%) | 0.4018 | 0.3322 | 0.0696 | 0.2274 | 0.2267 | 0.0744 |
Buy And Hold Return (%) | 704.1569 | 704.1569 | 704.1569 | 704.1569 | 704.1569 | 704.1569 |
Max Trade Drawdown | -72579 | -35163 | -69532 | -7814061 | -1658401 | -9691971 |
Profit Factor | 3.5838 | 6.005 | 1.7806 | 2.3072 | 4.7442 | 1.037 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 57.8313 | 56.0976 | 59.5238 | 57.8313 | 56.0976 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.6132 | 4.6996 | 1.2108 | 1.6823 | 3.7128 | 0.7051 |
Largest Winning Trade | 367132 | 367132 | 50286 | 14249360 | 14249360 | 2691443 |
Largest Losing Trade | -55032 | -22650 | -55032 | -6390019 | -1658401 | -6390019 |
Avg Bars in Trades | 118 | 123 | 112 | 118 | 123 | 112 |
Avg Bars in Winners | 138 | 145 | 133 | 138 | 145 | 133 |
Avg Bars in Losers | 89 | 96 | 83 | 89 | 96 | 83 |
Bars Traded | 9809 | 5073 | 4736 | 9809 | 5073 | 4736 |
Profit Streak | 172.914 | 172.914 | 249.414 | 172.914 | 172.914 | 249.414 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15395 | -90415 | -260906 | 497295 | 636043 | -437811 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 62, "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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