Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425005.0133 | 312369.6262 | 112635.3871 | 228809.3782 | 225918.4373 | 2890.9409 |
Total P&L (%) | 425.005 | 312.3696 | 112.6354 | 228.8094 | 225.9184 | 2.8909 |
Avg Daily Profit (%) | 0.2216 | 0.1629 | 0.0587 | 0.0621 | 0.0616 | 0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114000 | -148811 | -62592 | -431080 | -379581 | -283319 |
Profit Factor | 1.8803 | 2.0662 | 1.5934 | 1.1273 | 1.2174 | 1.0038 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 57.1429 | 54.8387 | 59.375 | 57.1429 | 54.8387 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4102 | 1.7016 | 1.0902 | 0.8455 | 1.0026 | 0.6868 |
Largest Winning Trade | 285487 | 285487 | 40577 | 397938 | 397938 | 104133 |
Largest Losing Trade | -38782 | -38782 | -32790 | -169071 | -169071 | -151917 |
Avg Bars in Trades | 57 | 77 | 38 | 57 | 77 | 38 |
Avg Bars in Winners | 75 | 105 | 48 | 75 | 105 | 48 |
Avg Bars in Losers | 33 | 42 | 23 | 33 | 42 | 23 |
Bars Traded | 3623 | 2398 | 1225 | 3623 | 2398 | 1225 |
Profit Streak | 223.0513 | 223.0513 | 227.0513 | 223.0513 | 223.0513 | 227.0513 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138453 | 446766 | -110473 | -340930 | -109891 | -572447 |
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 138, "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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