Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2185315.6423 | 2142063.3758 | 43252.2665 | 25867835.7428 | 21963749.5444 | 3904086.1983 |
Total P&L (%) | 2185.3156 | 2142.0634 | 43.2523 | 25867.8357 | 21963.7495 | 3904.0862 |
Avg Daily Profit (%) | 0.9616 | 0.9425 | 0.019 | 0.2449 | 0.2377 | 0.1625 |
Buy And Hold Return (%) | 7529.6343 | 7529.6343 | 7529.6343 | 7529.6343 | 7529.6343 | 7529.6343 |
Max Trade Drawdown | -87095 | -81221 | -40786 | -7146345 | -5921289 | -4606237 |
Profit Factor | 6.2181 | 10.6122 | 1.2207 | 1.9955 | 2.4707 | 1.3533 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 42.1053 | 44.7368 | 39.4737 | 42.1053 | 44.7368 | 39.4737 |
Ratio Avg Win / Avg Loss | 8.5499 | 13.1092 | 1.8718 | 2.7439 | 3.052 | 2.0751 |
Largest Winning Trade | 1372627 | 1372627 | 46528 | 15533700 | 15533700 | 6982943 |
Largest Losing Trade | -27769 | -27769 | -27705 | -3604824 | -3604824 | -3429571 |
Avg Bars in Trades | 87 | 87 | 86 | 87 | 87 | 86 |
Avg Bars in Winners | 136 | 130 | 143 | 136 | 130 | 143 |
Avg Bars in Losers | 51 | 53 | 49 | 51 | 53 | 49 |
Bars Traded | 6622 | 3327 | 3295 | 6622 | 3327 | 3295 |
Profit Streak | 0 | 239.1382 | 0 | 0 | 239.1382 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -200791 | -144639 | -336579 | -47358 | 331360 | -160620 |
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{ "first_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 19, "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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