Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179212.3918 | 62595.6599 | 116616.7319 | 308420.5795 | 50593.7812 | 257826.7983 |
Total P&L (%) | 179.2124 | 62.5957 | 116.6167 | 308.4206 | 50.5938 | 257.8268 |
Avg Daily Profit (%) | 0.3441 | 0.1202 | 0.2239 | 0.2705 | 0.0786 | 0.2451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31925 | -48421 | -20376 | -140727 | -208894 | -88785 |
Profit Factor | 1.5876 | 1.4418 | 1.714 | 1.3036 | 1.1046 | 1.4843 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 41.7722 | 40.5063 | 43.038 | 41.7722 | 40.5063 | 43.038 |
Ratio Avg Win / Avg Loss | 2.213 | 2.1177 | 2.2686 | 1.8171 | 1.6224 | 1.9645 |
Largest Winning Trade | 37737 | 37737 | 27877 | 102184 | 102184 | 91651 |
Largest Losing Trade | -9621 | -8347 | -9621 | -43521 | -34861 | -43521 |
Avg Bars in Trades | 156 | 159 | 153 | 156 | 159 | 153 |
Avg Bars in Winners | 230 | 231 | 228 | 230 | 231 | 228 |
Avg Bars in Losers | 103 | 110 | 96 | 103 | 110 | 96 |
Bars Traded | 24686 | 12586 | 12100 | 24686 | 12586 | 12100 |
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 | 319116 | -62211 | -19160 | 234007 | -224773 | -19907 |
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 2 } } }
# | 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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