Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346296.214 | 264974.8159 | 81321.3981 | 544933.6838 | 404327.8408 | 140605.843 |
Total P&L (%) | 346.2962 | 264.9748 | 81.3214 | 544.9337 | 404.3278 | 140.6058 |
Avg Daily Profit (%) | 0.244 | 0.1867 | 0.0573 | 0.1314 | 0.1141 | 0.0619 |
Buy And Hold Return (%) | 44.3416 | 44.3416 | 44.3416 | 44.3416 | 44.3416 | 44.3416 |
Max Trade Drawdown | -66308 | -30599 | -67134 | -292025 | -54651 | -253847 |
Profit Factor | 2.7098 | 3.8317 | 1.7463 | 1.9929 | 3.4087 | 1.3691 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 58.6207 | 55.1724 | 62.069 | 58.6207 | 55.1724 | 62.069 |
Ratio Avg Win / Avg Loss | 1.9128 | 3.1133 | 1.0672 | 1.4067 | 2.7696 | 0.8367 |
Largest Winning Trade | 145578 | 145578 | 59072 | 290790 | 290790 | 289775 |
Largest Losing Trade | -64300 | -25541 | -64300 | -212205 | -47304 | -212205 |
Avg Bars in Trades | 39 | 38 | 40 | 39 | 38 | 40 |
Avg Bars in Winners | 40 | 44 | 37 | 40 | 44 | 37 |
Avg Bars in Losers | 37 | 30 | 44 | 37 | 30 | 44 |
Bars Traded | 2281 | 1108 | 1173 | 2281 | 1108 | 1173 |
Profit Streak | 0 | 0 | 10.0344 | 0 | 0 | 10.0344 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165215 | 517604 | -120045 | -192899 | -33601 | -112259 |
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{ "first_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 240 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 240 } } }
# | 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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