Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1802556.4647 | 1958669.5306 | -156113.0659 | -88008.8928 | 591332.9258 | -679341.8186 |
Total P&L (%) | 1802.5565 | 1958.6695 | -156.1131 | -88.0089 | 591.3329 | -679.3418 |
Avg Daily Profit (%) | 0.8153 | 0.8859 | -0.0706 | -0.0959 | 0.0875 | 0 |
Buy And Hold Return (%) | 718.4745 | 718.4745 | 718.4745 | 718.4745 | 718.4745 | 718.4745 |
Max Trade Drawdown | -258625 | -164970 | -172642 | -922718 | -313172 | -786457 |
Profit Factor | 3.3711 | 5.9176 | 0.5687 | 0.9473 | 1.8849 | 0.3212 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 44.1176 | 47.0588 | 41.1765 | 44.1176 | 47.0588 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.27 | 6.6573 | 0.8124 | 1.1999 | 2.1205 | 0.4588 |
Largest Winning Trade | 2073251 | 2073251 | 45404 | 771674 | 771674 | 125814 |
Largest Losing Trade | -64090 | -56541 | -64090 | -498182 | -239380 | -498182 |
Avg Bars in Trades | 61 | 73 | 49 | 61 | 73 | 49 |
Avg Bars in Winners | 84 | 99 | 68 | 84 | 99 | 68 |
Avg Bars in Losers | 42 | 50 | 36 | 42 | 50 | 36 |
Bars Traded | 4170 | 2489 | 1681 | 4170 | 2489 | 1681 |
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 | -99987 | 618941 | -584226 | -695176 | -239103 | -584226 |
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 76, "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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