Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850194.3209 | 715210.7294 | 134983.5915 | 9303034.0815 | 18390886.8613 | -9087852.7798 |
Total P&L (%) | 850.1943 | 715.2107 | 134.9836 | 9303.0341 | 18390.8869 | -9087.8528 |
Avg Daily Profit (%) | 0.34 | 0.286 | 0.054 | 0.1819 | 0.209 | 0 |
Buy And Hold Return (%) | 880.7208 | 880.7208 | 880.7208 | 880.7208 | 880.7208 | 880.7208 |
Max Trade Drawdown | -100346 | -70739 | -86063 | -13926056 | -2560880 | -13396059 |
Profit Factor | 3.0498 | 5.2979 | 1.5435 | 1.3837 | 4.2895 | 0.5129 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 68.0556 | 69.4444 | 66.6667 | 68.0556 | 69.4444 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4315 | 2.3311 | 0.7717 | 0.6495 | 1.8874 | 0.2565 |
Largest Winning Trade | 157634 | 157634 | 52750 | 11214991 | 11214991 | 1346085 |
Largest Losing Trade | -68157 | -49023 | -68157 | -11783550 | -1630693 | -11783550 |
Avg Bars in Trades | 97 | 111 | 83 | 97 | 111 | 83 |
Avg Bars in Winners | 102 | 103 | 100 | 102 | 103 | 100 |
Avg Bars in Losers | 88 | 130 | 50 | 88 | 130 | 50 |
Bars Traded | 7039 | 4025 | 3014 | 7039 | 4025 | 3014 |
Profit Streak | 127.3518 | 127.3518 | 215.6851 | 127.3518 | 127.3518 | 215.6851 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -231602 | -145513 | -283564 | -72963 | 679175 | -577644 |
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{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "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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