Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578918.9419 | 517225.6913 | 61693.2506 | 2009589.8823 | 5411296.517 | -3401706.6346 |
Total P&L (%) | 578.9189 | 517.2257 | 61.6933 | 2009.5899 | 5411.2965 | -3401.7066 |
Avg Daily Profit (%) | 0.2315 | 0.2068 | 0.0247 | 0.122 | 0.1604 | 0 |
Buy And Hold Return (%) | 855.8755 | 855.8755 | 855.8755 | 855.8755 | 855.8755 | 855.8755 |
Max Trade Drawdown | -85114 | -73269 | -99381 | -3760605 | -398923 | -4405700 |
Profit Factor | 2.432 | 5.1636 | 1.2203 | 1.3133 | 8.7079 | 0.4045 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Losing Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Profitability (%) | 66.2338 | 76.3158 | 56.4103 | 66.2338 | 76.3158 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.2399 | 1.6025 | 0.943 | 0.6695 | 2.7024 | 0.3126 |
Largest Winning Trade | 106765 | 106765 | 51945 | 2597461 | 2597461 | 383196 |
Largest Losing Trade | -70480 | -47271 | -70480 | -3546920 | -234312 | -3546920 |
Avg Bars in Trades | 92 | 102 | 82 | 92 | 102 | 82 |
Avg Bars in Winners | 86 | 61 | 119 | 86 | 61 | 119 |
Avg Bars in Losers | 102 | 233 | 33 | 102 | 233 | 33 |
Bars Traded | 7100 | 3893 | 3207 | 7100 | 3893 | 3207 |
Profit Streak | 73.8697 | 136.8697 | 73.8697 | 73.8697 | 136.8697 | 73.8697 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196877 | -145382 | -326355 | -78737 | 725797 | -579368 |
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{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 250, "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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