Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258582.7027 | 89318.2288 | 169264.4739 | 99348.6884 | -235592.8413 | 334941.5297 |
Total P&L (%) | 258.5827 | 89.3182 | 169.2645 | 99.3487 | -235.5928 | 334.9415 |
Avg Daily Profit (%) | 0.2491 | 0.086 | 0.1631 | 0.0665 | 0 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88680 | -94179 | -79259 | -452136 | -464036 | -351264 |
Profit Factor | 1.5707 | 1.3693 | 1.8014 | 1.0599 | 0.7284 | 1.4236 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 50 | 42.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5707 | 1.8257 | 1.351 | 1.0599 | 0.9712 | 1.0677 |
Largest Winning Trade | 183497 | 183497 | 41643 | 228443 | 228443 | 118411 |
Largest Losing Trade | -43721 | -22671 | -43721 | -192685 | -118903 | -192685 |
Avg Bars in Trades | 86 | 80 | 92 | 86 | 80 | 92 |
Avg Bars in Winners | 115 | 113 | 117 | 115 | 113 | 117 |
Avg Bars in Losers | 57 | 56 | 60 | 57 | 56 | 60 |
Bars Traded | 6082 | 2828 | 3254 | 6082 | 2828 | 3254 |
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 | -87887 | -79244 | 378988 | -357550 | -583565 | -2086 |
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{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 3 } } }
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# | 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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