Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1643786.6797 | 1585092.0816 | 58694.5981 | 58231391.1139 | 51317190.6113 | 6914200.5026 |
Total P&L (%) | 1643.7867 | 1585.0921 | 58.6946 | 58231.3911 | 51317.1906 | 6914.2005 |
Avg Daily Profit (%) | 0.8992 | 0.8671 | 0.0321 | 0.349 | 0.3421 | 0.2328 |
Buy And Hold Return (%) | 7461.0811 | 7461.0811 | 7461.0811 | 7461.0811 | 7461.0811 | 7461.0811 |
Max Trade Drawdown | -119462 | -101579 | -129027 | -17308519 | -13576314 | -5770865 |
Profit Factor | 2.7386 | 4.3973 | 1.1226 | 1.8923 | 2.4113 | 1.2393 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 45.6522 | 44.5652 | 46.7391 | 45.6522 | 44.5652 | 46.7391 |
Ratio Avg Win / Avg Loss | 3.2602 | 5.4698 | 1.2792 | 2.2528 | 2.9994 | 1.4122 |
Largest Winning Trade | 457171 | 457171 | 77382 | 18954868 | 18954868 | 6403273 |
Largest Losing Trade | -54023 | -54023 | -34288 | -11737812 | -11737812 | -5096461 |
Avg Bars in Trades | 117 | 114 | 119 | 117 | 114 | 119 |
Avg Bars in Winners | 189 | 176 | 202 | 189 | 176 | 202 |
Avg Bars in Losers | 56 | 65 | 47 | 56 | 65 | 47 |
Bars Traded | 21570 | 10558 | 11012 | 21570 | 10558 | 11012 |
Profit Streak | 0 | 0 | 304.708 | 0 | 0 | 304.708 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148027 | -147622 | -402470 | 438354 | 408340 | -158735 |
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{ "first_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 153, "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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