Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3031384.0408 | 2855873.2938 | 175510.747 | 107207553.1673 | 106367330.7568 | 840222.4104 |
Total P&L (%) | 3031.384 | 2855.8733 | 175.5107 | 107207.5532 | 106367.3308 | 840.2224 |
Avg Daily Profit (%) | 1.4834 | 1.3975 | 0.0859 | 0.3421 | 0.3417 | 0.1097 |
Buy And Hold Return (%) | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 | 3022.3214 |
Max Trade Drawdown | -166514 | -126943 | -47494 | -64221178 | -35884581 | -30893502 |
Profit Factor | 6.7314 | 8.939 | 2.0374 | 1.6417 | 2.0492 | 1.0128 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 51.7241 | 47.7273 | 55.814 | 51.7241 | 47.7273 | 55.814 |
Ratio Avg Win / Avg Loss | 6.2827 | 9.7903 | 1.613 | 1.5323 | 2.2443 | 0.8018 |
Largest Winning Trade | 1815216 | 1815216 | 51729 | 50532499 | 50532499 | 15105494 |
Largest Losing Trade | -62787 | -62787 | -40600 | -28982362 | -20216418 | -28982362 |
Avg Bars in Trades | 45 | 79 | 11 | 45 | 79 | 11 |
Avg Bars in Winners | 57 | 106 | 14 | 57 | 106 | 14 |
Avg Bars in Losers | 33 | 54 | 8 | 33 | 54 | 8 |
Bars Traded | 3986 | 3485 | 501 | 3986 | 3485 | 501 |
Profit Streak | 0 | 0 | 416.3983 | 0 | 0 | 416.3983 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142101 | -144390 | -238527 | 461401 | 443463 | -418325 |
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 32, "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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