Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878455.8528 | 772719.7605 | 105736.0922 | 7600483.275 | 9201403.1991 | -1600919.9241 |
Total P&L (%) | 878.4559 | 772.7198 | 105.7361 | 7600.4833 | 9201.4032 | -1600.9199 |
Avg Daily Profit (%) | 0.3513 | 0.309 | 0.0423 | 0.1739 | 0.1814 | 0 |
Buy And Hold Return (%) | 734.867 | 734.867 | 734.867 | 734.867 | 734.867 | 734.867 |
Max Trade Drawdown | -100090 | -88445 | -102173 | -4118940 | -1967024 | -5903645 |
Profit Factor | 2.7162 | 3.5514 | 1.5059 | 1.5238 | 2.3476 | 0.7916 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 47.8723 | 46.8085 | 48.9362 | 47.8723 | 46.8085 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.9576 | 4.0357 | 1.5714 | 1.6592 | 2.6677 | 0.8261 |
Largest Winning Trade | 269964 | 269964 | 57636 | 6226932 | 6226932 | 1303079 |
Largest Losing Trade | -39229 | -31676 | -39229 | -3347610 | -1143496 | -3347610 |
Avg Bars in Trades | 51 | 63 | 40 | 51 | 63 | 40 |
Avg Bars in Winners | 63 | 76 | 51 | 63 | 76 | 51 |
Avg Bars in Losers | 40 | 51 | 29 | 40 | 51 | 29 |
Bars Traded | 4862 | 2969 | 1893 | 4862 | 2969 | 1893 |
Profit Streak | 94.7442 | 128.7442 | 94.7442 | 94.7442 | 128.7442 | 94.7442 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90092 | -134643 | -299522 | 387326 | 423266 | -580551 |
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{ "first_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 111, "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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