Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959838.9664 | 865043.3706 | 94795.5958 | 5000985.1005 | 5574250.6563 | -573265.5558 |
Total P&L (%) | 959.839 | 865.0434 | 94.7956 | 5000.9851 | 5574.2507 | -573.2656 |
Avg Daily Profit (%) | 0.3839 | 0.3459 | 0.0379 | 0.1574 | 0.1616 | 0 |
Buy And Hold Return (%) | 747.5132 | 747.5132 | 747.5132 | 747.5132 | 747.5132 | 747.5132 |
Max Trade Drawdown | -77546 | -55315 | -74927 | -4376535 | -2267081 | -2552509 |
Profit Factor | 2.7767 | 3.6274 | 1.4493 | 1.3856 | 1.7969 | 0.9041 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 51.9685 | 50 | 53.9683 | 51.9685 | 50 | 53.9683 |
Ratio Avg Win / Avg Loss | 2.5663 | 3.6274 | 1.2361 | 1.2806 | 1.7969 | 0.7711 |
Largest Winning Trade | 455785 | 455785 | 47617 | 4650832 | 4650832 | 1634507 |
Largest Losing Trade | -33998 | -25999 | -33998 | -2267081 | -2267081 | -1098247 |
Avg Bars in Trades | 38 | 51 | 25 | 38 | 51 | 25 |
Avg Bars in Winners | 43 | 59 | 27 | 43 | 59 | 27 |
Avg Bars in Losers | 33 | 42 | 23 | 33 | 42 | 23 |
Bars Traded | 4897 | 3269 | 1628 | 4897 | 3269 | 1628 |
Profit Streak | 0 | 0 | 62.8086 | 0 | 0 | 62.8086 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61908 | -239969 | -452368 | 311961 | -128062 | -726106 |
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 91, "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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