Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1434792.9664 | 1338015.8068 | 96777.1596 | 7764597.028 | 5687938.3545 | 2076658.6734 |
Total P&L (%) | 1434.793 | 1338.0158 | 96.7772 | 7764.597 | 5687.9384 | 2076.6587 |
Avg Daily Profit (%) | 0.7894 | 0.7362 | 0.0532 | 0.2405 | 0.2235 | 0.1696 |
Buy And Hold Return (%) | 416.3058 | 416.3058 | 416.3058 | 416.3058 | 416.3058 | 416.3058 |
Max Trade Drawdown | -139086 | -81068 | -69481 | -9437906 | -6403156 | -6026936 |
Profit Factor | 3.253 | 5.0489 | 1.3159 | 1.2812 | 1.3942 | 1.1576 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 30.3797 | 25.3165 | 35.443 | 30.3797 | 25.3165 | 35.443 |
Ratio Avg Win / Avg Loss | 7.4548 | 14.8941 | 2.3968 | 2.9362 | 4.113 | 2.1084 |
Largest Winning Trade | 812575 | 812575 | 75407 | 6290512 | 6290512 | 5001507 |
Largest Losing Trade | -26616 | -20083 | -26616 | -2279640 | -2279640 | -1768006 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Losers | 8 | 10 | 7 | 8 | 10 | 7 |
Bars Traded | 3546 | 1700 | 1846 | 3546 | 1700 | 1846 |
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 | 361987 | -37569 | -318637 | 105817 | -45090 | -72004 |
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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