Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1472272.1296 | 1332131.6509 | 140140.4787 | 11416558.3624 | 4269253.1001 | 7147305.2623 |
Total P&L (%) | 1472.2721 | 1332.1317 | 140.1405 | 11416.5584 | 4269.2531 | 7147.3053 |
Avg Daily Profit (%) | 0.587 | 0.5311 | 0.0559 | 0.1894 | 0.1507 | 0.1709 |
Buy And Hold Return (%) | 358.2524 | 358.2524 | 358.2524 | 358.2524 | 358.2524 | 358.2524 |
Max Trade Drawdown | -146240 | -42092 | -48403 | -10089686 | -6095873 | -4352679 |
Profit Factor | 4.1797 | 8.6175 | 1.4863 | 1.4436 | 1.3099 | 1.5978 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 49.4505 | 47.8261 | 51.1111 | 49.4505 | 47.8261 | 51.1111 |
Ratio Avg Win / Avg Loss | 4.2726 | 9.401 | 1.4217 | 1.4757 | 1.429 | 1.5283 |
Largest Winning Trade | 747082 | 747082 | 58461 | 6761661 | 5684841 | 6761661 |
Largest Losing Trade | -68385 | -23230 | -68385 | -2472629 | -2472629 | -2359417 |
Avg Bars in Trades | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Winners | 115 | 103 | 127 | 115 | 103 | 127 |
Avg Bars in Losers | 45 | 40 | 51 | 45 | 40 | 51 |
Bars Traded | 7311 | 3258 | 4053 | 7311 | 3258 | 4053 |
Profit Streak | 0 | 0 | 21.3597 | 0 | 0 | 21.3597 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591939 | 581451 | -282107 | 321766 | 251593 | 416328 |
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{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 3 } }, "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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