Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731667.9606 | 646974.4607 | 84693.4999 | 4291656.6815 | 7979773.5353 | -3688116.8538 |
Total P&L (%) | 731.668 | 646.9745 | 84.6935 | 4291.6567 | 7979.7735 | -3688.1169 |
Avg Daily Profit (%) | 0.2926 | 0.2588 | 0.0339 | 0.1514 | 0.1758 | 0 |
Buy And Hold Return (%) | 834.3017 | 834.3017 | 834.3017 | 834.3017 | 834.3017 | 834.3017 |
Max Trade Drawdown | -90426 | -71366 | -77494 | -6169122 | -1015221 | -5819405 |
Profit Factor | 2.4777 | 3.6353 | 1.3393 | 1.3929 | 3.4031 | 0.5149 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 58.2418 | 64.4444 | 52.1739 | 58.2418 | 64.4444 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.7765 | 2.0057 | 1.2277 | 0.9987 | 1.8776 | 0.472 |
Largest Winning Trade | 162479 | 162479 | 51516 | 5233683 | 5233683 | 759282 |
Largest Losing Trade | -64287 | -51352 | -64287 | -5435358 | -745180 | -5435358 |
Avg Bars in Trades | 77 | 92 | 61 | 77 | 92 | 61 |
Avg Bars in Winners | 82 | 79 | 86 | 82 | 79 | 86 |
Avg Bars in Losers | 69 | 117 | 34 | 69 | 117 | 34 |
Bars Traded | 7010 | 4184 | 2826 | 7010 | 4184 | 2826 |
Profit Streak | 97.8944 | 134.8944 | 97.8944 | 97.8944 | 134.8944 | 97.8944 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149956 | -147936 | -312181 | 275023 | 606474 | -579862 |
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{ "first_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } } }
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# | 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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