Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1379292.1558 | 1444549.0979 | -65256.942 | -3133.7833 | 1627752.6296 | -1630886.4129 |
Total P&L (%) | 1379.2922 | 1444.5491 | -65.2569 | -3.1338 | 1627.7526 | -1630.8864 |
Avg Daily Profit (%) | 0.6116 | 0.6405 | -0.0289 | -0.0014 | 0.1264 | 0 |
Buy And Hold Return (%) | 134.2809 | 134.2809 | 134.2809 | 134.2809 | 134.2809 | 134.2809 |
Max Trade Drawdown | -206839 | -146378 | -163667 | -3128068 | -1939836 | -2009511 |
Profit Factor | 2.5637 | 4.1512 | 0.846 | 0.9995 | 1.5164 | 0.4826 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 37.8641 | 34.6154 | 41.1765 | 37.8641 | 34.6154 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.2072 | 7.8411 | 1.2085 | 1.6402 | 2.8643 | 0.6895 |
Largest Winning Trade | 1007299 | 1007299 | 43194 | 2933691 | 2933691 | 475920 |
Largest Losing Trade | -58246 | -33425 | -58246 | -799207 | -784807 | -799207 |
Avg Bars in Trades | 86 | 90 | 81 | 86 | 90 | 81 |
Avg Bars in Winners | 142 | 163 | 123 | 142 | 163 | 123 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 8875 | 4716 | 4159 | 8875 | 4716 | 4159 |
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 | 431939 | -167062 | -762598 | -582445 | -207343 | -764264 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "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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