Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1736144.8199 | 1981595.4967 | -245450.6768 | -110223.726 | -185776.3543 | 75552.6283 |
Total P&L (%) | 1736.1448 | 1981.5955 | -245.4507 | -110.2237 | -185.7764 | 75.5526 |
Avg Daily Profit (%) | 0.7828 | 0.8934 | -0.1107 | 0 | 0 | 0.0254 |
Buy And Hold Return (%) | 889.6978 | 889.6978 | 889.6978 | 889.6978 | 889.6978 | 889.6978 |
Max Trade Drawdown | -164893 | -119824 | -156206 | -309128 | -311171 | -39519 |
Profit Factor | 2.3703 | 4.2608 | 0.6277 | 0.8757 | 0.6533 | 1.2153 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 67 | 34 | 33 | 88 | 44 | 44 |
Losing Trades | 89 | 44 | 45 | 68 | 34 | 34 |
Profitability (%) | 42.9487 | 43.5897 | 42.3077 | 56.4103 | 56.4103 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.1486 | 5.514 | 0.856 | 0.6767 | 0.5048 | 0.9391 |
Largest Winning Trade | 1974597 | 1974597 | 52925 | 211870 | 44752 | 211870 |
Largest Losing Trade | -135012 | -40390 | -135012 | -278703 | -278703 | -135012 |
Avg Bars in Trades | 41 | 55 | 27 | 41 | 55 | 27 |
Avg Bars in Winners | 50 | 65 | 35 | 34 | 48 | 20 |
Avg Bars in Losers | 35 | 48 | 22 | 51 | 65 | 36 |
Bars Traded | 6526 | 4364 | 2162 | 6526 | 4364 | 2162 |
Profit Streak | 32.0679 | 61.0679 | 0 | 0 | 0 | 105.0679 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321700 | -21265 | -617949 | -579129 | -614127 | -358566 |
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{ "first_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "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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