Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2390090.7533 | 11188.9523 | -2401279.7056 | 110708.3383 | 37994382.7044 | -37883674.3661 |
Total P&L (%) | -2390.0908 | 11.189 | -2401.2797 | 110.7083 | 37994.3827 | -37883.6744 |
Avg Daily Profit (%) | -1.1698 | 0.0055 | -1.1752 | 0.0365 | 0.2913 | 0 |
Buy And Hold Return (%) | 3061.8445 | 3061.8445 | 3061.8445 | 3061.8445 | 3061.8445 | 3061.8445 |
Max Trade Drawdown | -2417978 | -127233 | -2443227 | -78917583 | -24001629 | -59039620 |
Profit Factor | 0.1913 | 1.0359 | 0.0918 | 1.0011 | 2.0024 | 0.4394 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 15 | 17 | 30 | 14 | 16 |
Losing Trades | 31 | 16 | 15 | 33 | 17 | 16 |
Profitability (%) | 50.7937 | 48.3871 | 53.125 | 47.619 | 45.1613 | 50 |
Ratio Avg Win / Avg Loss | 0.1853 | 1.105 | 0.081 | 1.1012 | 2.4314 | 0.4394 |
Largest Winning Trade | 78018 | 78018 | 60669 | 54287432 | 54287432 | 14229843 |
Largest Losing Trade | -1413911 | -81725 | -1413911 | -42884028 | -22999121 | -42884028 |
Avg Bars in Trades | 119 | 123 | 116 | 119 | 123 | 116 |
Avg Bars in Winners | 73 | 92 | 57 | 119 | 163 | 79 |
Avg Bars in Losers | 167 | 152 | 182 | 120 | 90 | 152 |
Bars Traded | 7539 | 3825 | 3714 | 7539 | 3825 | 3714 |
Profit Streak | 321.6564 | 321.6564 | 322.6564 | 321.6564 | 321.6564 | 322.6564 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730329 | -532356 | -579438 | -679892 | 406375 | -579844 |
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "offset": 183 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "offset": 183 } } }
# | 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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