Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1099090.8288 | -24000.7249 | -1075090.104 | 1340054.7442 | -3151124.2221 | 4491178.9664 |
Total P&L (%) | -1099.0908 | -24.0007 | -1075.0901 | 1340.0547 | -3151.1242 | 4491.179 |
Avg Daily Profit (%) | -0.5278 | -0.0115 | -0.5163 | 0.1282 | 0 | 0.1839 |
Buy And Hold Return (%) | 90.3448 | 90.3448 | 90.3448 | 90.3448 | 90.3448 | 90.3448 |
Max Trade Drawdown | -1170955 | -91048 | -1206032 | -3643050 | -3255465 | -1417180 |
Profit Factor | 0.3126 | 0.9144 | 0.1845 | 1.1342 | 0.5778 | 2.7799 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 17 | 20 | 31 | 14 | 17 |
Losing Trades | 25 | 14 | 11 | 31 | 17 | 14 |
Profitability (%) | 59.6774 | 54.8387 | 64.5161 | 50 | 45.1613 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.2112 | 0.7531 | 0.1015 | 1.1342 | 0.7016 | 2.2893 |
Largest Winning Trade | 60895 | 60895 | 43947 | 2279295 | 1174994 | 2279295 |
Largest Losing Trade | -1008234 | -37612 | -1008234 | -1387455 | -1387455 | -779204 |
Avg Bars in Trades | 396 | 461 | 331 | 396 | 461 | 331 |
Avg Bars in Winners | 254 | 292 | 221 | 320 | 304 | 333 |
Avg Bars in Losers | 606 | 666 | 530 | 473 | 591 | 329 |
Bars Traded | 24588 | 14312 | 10276 | 24588 | 14312 | 10276 |
Profit Streak | 34.9776 | 136.811 | 0 | 34.9776 | 136.811 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737481 | -578839 | -578936 | -252388 | -581348 | 496543 |
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{ "first_band": { "type": "ssf", "factors": { "length": 217, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 217, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 242, "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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