Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173268.1281 | 938922.8926 | 234345.2355 | 105659803.7668 | 122281755.6928 | -16621951.926 |
Total P&L (%) | 1173.2681 | 938.9229 | 234.3452 | 105659.8038 | 122281.7557 | -16621.9519 |
Avg Daily Profit (%) | 0.4682 | 0.3747 | 0.0935 | 0.2783 | 0.2841 | 0 |
Buy And Hold Return (%) | 803.0284 | 803.0284 | 803.0284 | 803.0284 | 803.0284 | 803.0284 |
Max Trade Drawdown | -63261 | -49586 | -63261 | -45904904 | -10227227 | -35677677 |
Profit Factor | 5.3852 | 8.705 | 2.6085 | 2.6662 | 8.1384 | 0.6409 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 74.1379 | 72.4138 | 75.8621 | 74.1379 | 72.4138 | 75.8621 |
Ratio Avg Win / Avg Loss | 1.8786 | 3.3162 | 0.83 | 0.9301 | 3.1004 | 0.2039 |
Largest Winning Trade | 358095 | 358095 | 59141 | 94077919 | 94077919 | 6592336 |
Largest Losing Trade | -63261 | -29345 | -63261 | -35677677 | -10227227 | -35677677 |
Avg Bars in Trades | 78 | 95 | 62 | 78 | 95 | 62 |
Avg Bars in Winners | 96 | 118 | 75 | 96 | 118 | 75 |
Avg Bars in Losers | 28 | 35 | 19 | 28 | 35 | 19 |
Bars Traded | 4579 | 2778 | 1801 | 4579 | 2778 | 1801 |
Profit Streak | 89.7718 | 110.2718 | 0 | 89.7718 | 110.2718 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179743 | -91657 | -228404 | -164797 | 745117 | -577480 |
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{ "first_band": { "type": "ssf", "factors": { "length": 85, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 85, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "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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