Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2811506.2408 | 2694452.5296 | 117053.7112 | 3432701.078 | 802875.6345 | 2629825.4435 |
Total P&L (%) | 2811.5062 | 2694.4525 | 117.0537 | 3432.7011 | 802.8756 | 2629.8254 |
Avg Daily Profit (%) | 1.2645 | 1.2118 | 0.0526 | 0.1604 | 0.099 | 0.1488 |
Buy And Hold Return (%) | 144.2773 | 144.2773 | 144.2773 | 144.2773 | 144.2773 | 144.2773 |
Max Trade Drawdown | -88776 | -56267 | -83090 | -5050448 | -3865258 | -4879243 |
Profit Factor | 6.1788 | 10.6254 | 1.4451 | 1.1625 | 1.0647 | 1.302 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 52.3077 | 50 | 54.5455 | 52.3077 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.6336 | 10.6254 | 1.2043 | 1.0599 | 1.0647 | 1.085 |
Largest Winning Trade | 2543453 | 2543453 | 45476 | 4202114 | 4202114 | 1645976 |
Largest Losing Trade | -52605 | -52605 | -50551 | -3865258 | -3865258 | -2480859 |
Avg Bars in Trades | 66 | 92 | 40 | 66 | 92 | 40 |
Avg Bars in Winners | 64 | 80 | 50 | 64 | 80 | 50 |
Avg Bars in Losers | 67 | 104 | 28 | 67 | 104 | 28 |
Bars Traded | 4296 | 2961 | 1335 | 4296 | 2961 | 1335 |
Profit Streak | 0 | 140.6918 | 0 | 0 | 140.6918 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113603 | 827297 | -286856 | -169773 | -209802 | 241693 |
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 121, "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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