Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006822.7717 | 924819.1344 | 82003.6373 | 2771447.5517 | 710157.8617 | 2061289.69 |
Total P&L (%) | 1006.8228 | 924.8191 | 82.0036 | 2771.4476 | 710.1579 | 2061.2897 |
Avg Daily Profit (%) | 0.4008 | 0.3682 | 0.0326 | 0.1337 | 0.0833 | 0.1224 |
Buy And Hold Return (%) | 229.0516 | 229.0516 | 229.0516 | 229.0516 | 229.0516 | 229.0516 |
Max Trade Drawdown | -131254 | -86706 | -77772 | -11638777 | -8841721 | -4820870 |
Profit Factor | 2.7123 | 3.831 | 1.3138 | 1.0925 | 1.0365 | 1.1968 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Losing Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Profitability (%) | 52.6316 | 59.5745 | 45.8333 | 52.6316 | 59.5745 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.4411 | 2.5996 | 1.5527 | 0.9833 | 0.7033 | 1.4144 |
Largest Winning Trade | 556652 | 556652 | 47409 | 4659297 | 4659297 | 2522007 |
Largest Losing Trade | -53913 | -42415 | -53913 | -5715252 | -5715252 | -2666530 |
Avg Bars in Trades | 101 | 133 | 69 | 101 | 133 | 69 |
Avg Bars in Winners | 134 | 167 | 92 | 134 | 167 | 92 |
Avg Bars in Losers | 64 | 82 | 50 | 64 | 82 | 50 |
Bars Traded | 9612 | 6261 | 3351 | 9612 | 6261 | 3351 |
Profit Streak | 0 | 187.1423 | 0 | 0 | 187.1423 | 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 | 491499 | 594683 | -315309 | -133886 | -264117 | -34753 |
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{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 206, "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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