Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747279.2778 | 673622.2265 | 73657.0513 | 2351548.7241 | 1843767.9003 | 507780.8238 |
Total P&L (%) | 747.2793 | 673.6222 | 73.6571 | 2351.5487 | 1843.7679 | 507.7808 |
Avg Daily Profit (%) | 0.2987 | 0.2693 | 0.0294 | 0.128 | 0.1187 | 0.0722 |
Buy And Hold Return (%) | 331.1998 | 331.1998 | 331.1998 | 331.1998 | 331.1998 | 331.1998 |
Max Trade Drawdown | -149721 | -79133 | -85780 | -6585639 | -3591875 | -4251599 |
Profit Factor | 2.553 | 3.8078 | 1.3053 | 1.1663 | 1.2413 | 1.0781 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 53.4091 | 52.2727 | 54.5455 | 53.4091 | 52.2727 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.2271 | 3.4767 | 1.0877 | 1.0174 | 1.1333 | 0.8984 |
Largest Winning Trade | 254835 | 254835 | 59764 | 2422776 | 2422776 | 1233584 |
Largest Losing Trade | -43320 | -36863 | -43320 | -1804214 | -1804214 | -1577747 |
Avg Bars in Trades | 82 | 112 | 52 | 82 | 112 | 52 |
Avg Bars in Winners | 116 | 160 | 74 | 116 | 160 | 74 |
Avg Bars in Losers | 44 | 61 | 26 | 44 | 61 | 26 |
Bars Traded | 7291 | 4969 | 2322 | 7291 | 4969 | 2322 |
Profit Streak | 163.9175 | 164.5842 | 163.9175 | 163.9175 | 164.5842 | 163.9175 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383640 | 381392 | -317596 | -57307 | -33673 | -240838 |
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 182, "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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