Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835294.0151 | 745791.7768 | 89502.2383 | 831326.2973 | -279562.1418 | 1110888.4391 |
Total P&L (%) | 835.294 | 745.7918 | 89.5022 | 831.3263 | -279.5621 | 1110.8884 |
Avg Daily Profit (%) | 0.4321 | 0.3858 | 0.0463 | 0.1155 | 0 | 0.1291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89284 | -72815 | -85763 | -904905 | -625850 | -628947 |
Profit Factor | 2.3728 | 3.3442 | 1.3083 | 1.2344 | 0.864 | 1.7458 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 41.4634 | 31.7073 | 51.2195 | 41.4634 | 31.7073 | 51.2195 |
Ratio Avg Win / Avg Loss | 3.3498 | 7.2029 | 1.246 | 1.7427 | 1.861 | 1.6626 |
Largest Winning Trade | 466073 | 466073 | 55477 | 491616 | 463478 | 491616 |
Largest Losing Trade | -52970 | -40625 | -52970 | -393933 | -248640 | -393933 |
Avg Bars in Trades | 69 | 60 | 78 | 69 | 60 | 78 |
Avg Bars in Winners | 114 | 108 | 118 | 114 | 108 | 118 |
Avg Bars in Losers | 38 | 38 | 36 | 38 | 38 | 36 |
Bars Traded | 5717 | 2500 | 3217 | 5717 | 2500 | 3217 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 87985 | 321916 | -130741 | -49684 | -585078 | -16750 |
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{ "first_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 51, "offset": 0, "poles": 2 } } }
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# | 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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