Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070991.1221 | 881356.0278 | 189635.0943 | 53890149.2413 | 48598104.9925 | 5292044.2488 |
Total P&L (%) | 1070.9911 | 881.356 | 189.6351 | 53890.1492 | 48598.105 | 5292.0442 |
Avg Daily Profit (%) | 0.4282 | 0.3524 | 0.0758 | 0.2519 | 0.2477 | 0.1596 |
Buy And Hold Return (%) | 805.9264 | 805.9264 | 805.9264 | 805.9264 | 805.9264 | 805.9264 |
Max Trade Drawdown | -101354 | -91366 | -43027 | -4981936 | -3618546 | -3549264 |
Profit Factor | 3.9496 | 5.2931 | 2.2018 | 4.8292 | 7.3116 | 1.8303 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 63.0137 | 58.3333 | 67.5676 | 63.0137 | 58.3333 | 67.5676 |
Ratio Avg Win / Avg Loss | 2.3182 | 3.7808 | 1.0568 | 2.8345 | 5.2225 | 0.8785 |
Largest Winning Trade | 343520 | 343520 | 62455 | 30392008 | 30392008 | 2716605 |
Largest Losing Trade | -33943 | -33943 | -32790 | -3549264 | -2215575 | -3549264 |
Avg Bars in Trades | 64 | 76 | 53 | 64 | 76 | 53 |
Avg Bars in Winners | 73 | 84 | 65 | 73 | 84 | 65 |
Avg Bars in Losers | 49 | 66 | 29 | 49 | 66 | 29 |
Bars Traded | 4743 | 2767 | 1976 | 4743 | 2767 | 1976 |
Profit Streak | 141.4808 | 141.4808 | 217.9808 | 141.4808 | 141.4808 | 217.9808 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119403 | -117660 | -251149 | -56810 | 670443 | 408792 |
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{ "first_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 125, "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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