Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3032402.4039 | -78732.2793 | -2953670.1246 | -99810.3404 | 8149065.5265 | -8248875.8669 |
Total P&L (%) | -3032.4024 | -78.7323 | -2953.6701 | -99.8103 | 8149.0655 | -8248.8759 |
Avg Daily Profit (%) | -1.4559 | -0.0378 | -1.4181 | -0.3005 | 0.2121 | 0 |
Buy And Hold Return (%) | 65.5449 | 65.5449 | 65.5449 | 65.5449 | 65.5449 | 65.5449 |
Max Trade Drawdown | -3172417 | -200032 | -3092996 | -42534906 | -5740330 | -37222944 |
Profit Factor | 0.2664 | 0.8357 | 0.1917 | 0.9978 | 2.2853 | 0.7879 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 190 | 84 | 106 | 140 | 69 | 71 |
Losing Trades | 71 | 47 | 24 | 121 | 62 | 59 |
Profitability (%) | 72.7969 | 64.1221 | 81.5385 | 53.6398 | 52.6718 | 54.6154 |
Ratio Avg Win / Avg Loss | 0.0995 | 0.4676 | 0.0434 | 0.8624 | 2.0535 | 0.6547 |
Largest Winning Trade | 28641 | 28641 | 22202 | 5558906 | 3332876 | 5558906 |
Largest Losing Trade | -2681188 | -56541 | -2681188 | -37111498 | -4429878 | -37111498 |
Avg Bars in Trades | 94 | 52 | 136 | 94 | 52 | 136 |
Avg Bars in Winners | 41 | 20 | 58 | 97 | 57 | 135 |
Avg Bars in Losers | 234 | 109 | 480 | 90 | 46 | 137 |
Bars Traded | 24588 | 6847 | 17741 | 24588 | 6847 | 17741 |
Profit Streak | 67.1503 | 104.9003 | 67.1503 | 67.1503 | 104.9003 | 67.1503 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575075 | -577722 | -576112 | -577558 | 506271 | -579830 |
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{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 3 } } }
# | 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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