Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1204090.4484 | 1066525.0903 | 137565.3581 | 17483061.4998 | 19520719.7377 | -2037658.2379 |
Total P&L (%) | 1204.0904 | 1066.5251 | 137.5654 | 17483.0615 | 19520.7197 | -2037.6582 |
Avg Daily Profit (%) | 0.4816 | 0.4266 | 0.055 | 0.207 | 0.2114 | 0 |
Buy And Hold Return (%) | 817.8542 | 817.8542 | 817.8542 | 817.8542 | 817.8542 | 817.8542 |
Max Trade Drawdown | -107709 | -95665 | -82492 | -8157501 | -4916160 | -9988850 |
Profit Factor | 3.7826 | 4.9285 | 1.8532 | 1.6583 | 2.3847 | 0.8364 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 50.5376 | 43.4783 | 57.4468 | 50.5376 | 43.4783 | 57.4468 |
Ratio Avg Win / Avg Loss | 3.7021 | 6.4071 | 1.3727 | 1.6231 | 3.1001 | 0.6196 |
Largest Winning Trade | 563400 | 563400 | 61357 | 13551025 | 13551025 | 1735108 |
Largest Losing Trade | -33569 | -28084 | -33569 | -6251104 | -2234110 | -6251104 |
Avg Bars in Trades | 76 | 100 | 53 | 76 | 100 | 53 |
Avg Bars in Winners | 104 | 153 | 68 | 104 | 153 | 68 |
Avg Bars in Losers | 47 | 59 | 32 | 47 | 59 | 32 |
Bars Traded | 7109 | 4607 | 2502 | 7109 | 4607 | 2502 |
Profit Streak | 142.8766 | 142.8766 | 240.21 | 142.8766 | 142.8766 | 240.21 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 5823 | -55357 | -280419 | 464660 | 388316 | -578377 |
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{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "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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