Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2568404.4501 | 2437331.5878 | 131072.8623 | 7054880.6925 | 487285.342 | 6567595.3504 |
Total P&L (%) | 2568.4045 | 2437.3316 | 131.0729 | 7054.8807 | 487.2853 | 6567.5954 |
Avg Daily Profit (%) | 1.1537 | 1.0948 | 0.0589 | 0.192 | 0.0796 | 0.1888 |
Buy And Hold Return (%) | 666.4179 | 666.4179 | 666.4179 | 666.4179 | 666.4179 | 666.4179 |
Max Trade Drawdown | -90994 | -52644 | -65307 | -5897132 | -6168661 | -3472092 |
Profit Factor | 5.4453 | 11.4236 | 1.3811 | 1.265 | 1.0296 | 1.6482 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 52.1127 | 57.1429 | 47.2222 | 52.1127 | 57.1429 | 47.2222 |
Ratio Avg Win / Avg Loss | 5.0038 | 8.5677 | 1.5436 | 1.1624 | 0.7722 | 1.8421 |
Largest Winning Trade | 2032744 | 2032744 | 54234 | 3172397 | 3172397 | 2299388 |
Largest Losing Trade | -90387 | -49759 | -90387 | -4491319 | -4491319 | -1288744 |
Avg Bars in Trades | 124 | 143 | 105 | 124 | 143 | 105 |
Avg Bars in Winners | 159 | 171 | 145 | 159 | 171 | 145 |
Avg Bars in Losers | 85 | 106 | 68 | 85 | 106 | 68 |
Bars Traded | 8804 | 5020 | 3784 | 8804 | 5020 | 3784 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71483 | 732226 | -279474 | -82886 | -441281 | 359320 |
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{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.66302 } }, "second_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.66302 } }, "second_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 2 } } }
# | 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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