Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1836140.657 | 1768180.6326 | 67960.0245 | 2382667.4459 | 741645.2205 | 1641022.2254 |
Total P&L (%) | 1836.1407 | 1768.1806 | 67.96 | 2382.6674 | 741.6452 | 1641.0222 |
Avg Daily Profit (%) | 0.8125 | 0.7824 | 0.0301 | 0.1422 | 0.0943 | 0.1265 |
Buy And Hold Return (%) | 131.4721 | 131.4721 | 131.4721 | 131.4721 | 131.4721 | 131.4721 |
Max Trade Drawdown | -119631 | -44404 | -133251 | -3482931 | -1856875 | -1642039 |
Profit Factor | 4.793 | 9.3149 | 1.2504 | 1.3304 | 1.2085 | 1.449 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 48.4375 | 46.875 | 50 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 5.1023 | 10.5569 | 1.2504 | 1.4163 | 1.3697 | 1.449 |
Largest Winning Trade | 1406346 | 1406346 | 62148 | 1338718 | 1338718 | 1147697 |
Largest Losing Trade | -53182 | -37571 | -53182 | -1467156 | -1467156 | -684338 |
Avg Bars in Trades | 67 | 59 | 75 | 67 | 59 | 75 |
Avg Bars in Winners | 100 | 94 | 105 | 100 | 94 | 105 |
Avg Bars in Losers | 36 | 28 | 45 | 36 | 28 | 45 |
Bars Traded | 4316 | 1903 | 2413 | 4316 | 1903 | 2413 |
Profit Streak | 0 | 0 | 158.8371 | 0 | 0 | 158.8371 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123287 | 730656 | -317776 | -146599 | -69283 | -21798 |
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{ "first_band": { "type": "ssf", "factors": { "length": 156, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 156, "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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