Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110931.5389 | 916936.8509 | 193994.6879 | 42574872.1935 | 32910440.8275 | 9664431.366 |
Total P&L (%) | 1110.9315 | 916.9369 | 193.9947 | 42574.8722 | 32910.4408 | 9664.4314 |
Avg Daily Profit (%) | 0.4443 | 0.3667 | 0.0776 | 0.2425 | 0.2322 | 0.1834 |
Buy And Hold Return (%) | 674.4953 | 674.4953 | 674.4953 | 674.4953 | 674.4953 | 674.4953 |
Max Trade Drawdown | -103022 | -89321 | -32679 | -3609922 | -2227868 | -4060056 |
Profit Factor | 3.619 | 4.3401 | 2.2962 | 4.175 | 5.4327 | 2.6148 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 58.8235 | 61.9048 | 55.814 | 58.8235 | 61.9048 | 55.814 |
Ratio Avg Win / Avg Loss | 2.5333 | 2.6709 | 1.8178 | 2.9225 | 3.3432 | 2.0701 |
Largest Winning Trade | 374873 | 374873 | 64165 | 17020755 | 17020755 | 6554612 |
Largest Losing Trade | -51300 | -51300 | -32411 | -3609922 | -989917 | -3609922 |
Avg Bars in Trades | 53 | 64 | 43 | 53 | 64 | 43 |
Avg Bars in Winners | 59 | 64 | 54 | 59 | 64 | 54 |
Avg Bars in Losers | 45 | 64 | 28 | 45 | 64 | 28 |
Bars Traded | 4567 | 2703 | 1864 | 4567 | 2703 | 1864 |
Profit Streak | 131.5362 | 131.5362 | 231.5362 | 131.5362 | 131.5362 | 231.5362 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373967 | -35023 | -248609 | 659265 | 668873 | 541528 |
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{ "first_band": { "type": "ssf", "factors": { "length": 95, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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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