Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119882.7689 | 1005461.6271 | 114421.1418 | 7425414.4997 | 7868007.2906 | -442592.7909 |
Total P&L (%) | 1119.8828 | 1005.4616 | 114.4211 | 7425.4145 | 7868.0073 | -442.5928 |
Avg Daily Profit (%) | 0.5118 | 0.4595 | 0.0523 | 0.1977 | 0.2003 | 0 |
Buy And Hold Return (%) | 513.4973 | 513.4973 | 513.4973 | 513.4973 | 513.4973 | 513.4973 |
Max Trade Drawdown | -76714 | -73928 | -148019 | -3975274 | -1640652 | -2897888 |
Profit Factor | 2.3437 | 3.8897 | 1.2357 | 1.5876 | 2.6321 | 0.9434 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 55.8824 | 50 | 61.7647 | 55.8824 | 50 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.8503 | 3.8897 | 0.765 | 1.2534 | 2.6321 | 0.584 |
Largest Winning Trade | 402742 | 402742 | 56526 | 4539509 | 4539509 | 706465 |
Largest Losing Trade | -62314 | -26213 | -62314 | -2608217 | -496070 | -2608217 |
Avg Bars in Trades | 21 | 16 | 25 | 21 | 16 | 25 |
Avg Bars in Winners | 26 | 22 | 30 | 26 | 22 | 30 |
Avg Bars in Losers | 13 | 10 | 18 | 13 | 10 | 18 |
Bars Traded | 4306 | 1690 | 2616 | 4306 | 1690 | 2616 |
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 | 417303 | 362292 | -289312 | 430829 | 470009 | -579257 |
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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