Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622110.7158 | 466020.9814 | 156089.7344 | 420649.7103 | 188447.1816 | 232202.5287 |
Total P&L (%) | 622.1107 | 466.021 | 156.0897 | 420.6497 | 188.4472 | 232.2025 |
Avg Daily Profit (%) | 0.4187 | 0.3137 | 0.1051 | 0.1111 | 0.0713 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152424 | -111451 | -65927 | -741400 | -744177 | -358125 |
Profit Factor | 1.9039 | 2.2164 | 1.5116 | 1.1201 | 1.0954 | 1.1519 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 36.7925 | 26.4151 | 47.1698 | 36.7925 | 26.4151 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.2709 | 6.1743 | 1.693 | 1.9243 | 3.0516 | 1.2902 |
Largest Winning Trade | 270559 | 270559 | 70264 | 668664 | 668664 | 252917 |
Largest Losing Trade | -39334 | -28127 | -39334 | -276183 | -276183 | -272128 |
Avg Bars in Trades | 55 | 46 | 63 | 55 | 46 | 63 |
Avg Bars in Winners | 93 | 91 | 94 | 93 | 91 | 94 |
Avg Bars in Losers | 32 | 30 | 36 | 32 | 30 | 36 |
Bars Traded | 5846 | 2463 | 3383 | 5846 | 2463 | 3383 |
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 | 312034 | -191100 | -231396 | -136831 | -416049 | -319571 |
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{ "first_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 20, "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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