Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1368374.2292 | 1237751.2352 | 130622.994 | 10928321.0616 | 2039630.7938 | 8888690.2678 |
Total P&L (%) | 1368.3742 | 1237.7512 | 130.623 | 10928.3211 | 2039.6308 | 8888.6903 |
Avg Daily Profit (%) | 0.5465 | 0.4943 | 0.0522 | 0.188 | 0.1224 | 0.1798 |
Buy And Hold Return (%) | 301.5239 | 301.5239 | 301.5239 | 301.5239 | 301.5239 | 301.5239 |
Max Trade Drawdown | -65943 | -47365 | -64396 | -10380438 | -7378875 | -4612118 |
Profit Factor | 3.8622 | 6.1902 | 1.5452 | 1.3262 | 1.0881 | 1.859 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 43.4211 | 42.1053 | 44.7368 | 43.4211 | 42.1053 | 44.7368 |
Ratio Avg Win / Avg Loss | 5.0326 | 8.5116 | 1.9087 | 1.7281 | 1.4961 | 2.2965 |
Largest Winning Trade | 838937 | 838937 | 56031 | 5911045 | 5911045 | 3597619 |
Largest Losing Trade | -40928 | -23143 | -40928 | -4033272 | -4033272 | -3135058 |
Avg Bars in Trades | 128 | 119 | 137 | 128 | 119 | 137 |
Avg Bars in Winners | 203 | 202 | 205 | 203 | 202 | 205 |
Avg Bars in Losers | 70 | 58 | 82 | 70 | 58 | 82 |
Bars Traded | 9755 | 4528 | 5227 | 9755 | 4528 | 5227 |
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 | -40120 | 500237 | -288369 | -47045 | -156021 | 336947 |
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 83, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcb", "factors": { "length": 83, "offset": 0, "scalar": 1 } } }
# | 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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