Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1544086.7162 | 1484164.0685 | 59922.6477 | 1295311.1148 | 594734.8679 | 700576.247 |
Total P&L (%) | 1544.0867 | 1484.1641 | 59.9226 | 1295.3111 | 594.7349 | 700.5762 |
Avg Daily Profit (%) | 0.8233 | 0.7913 | 0.032 | 0.1406 | 0.1034 | 0.111 |
Buy And Hold Return (%) | 257.4612 | 257.4612 | 257.4612 | 257.4612 | 257.4612 | 257.4612 |
Max Trade Drawdown | -92371 | -111116 | -65267 | -2549432 | -1814992 | -1044665 |
Profit Factor | 3.1052 | 4.5309 | 1.1914 | 1.1092 | 1.081 | 1.1552 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 40.6667 | 40 | 41.3333 | 40.6667 | 40 | 41.3333 |
Ratio Avg Win / Avg Loss | 4.5305 | 6.7964 | 1.691 | 1.6184 | 1.6215 | 1.6396 |
Largest Winning Trade | 1213614 | 1213614 | 45460 | 1602753 | 1602753 | 891274 |
Largest Losing Trade | -34767 | -31455 | -34767 | -768350 | -768350 | -439785 |
Avg Bars in Trades | 48 | 55 | 41 | 48 | 55 | 41 |
Avg Bars in Winners | 64 | 69 | 58 | 64 | 69 | 58 |
Avg Bars in Losers | 38 | 46 | 29 | 38 | 46 | 29 |
Bars Traded | 7302 | 4161 | 3141 | 7302 | 4161 | 3141 |
Profit Streak | 0 | 54.9336 | 0 | 0 | 54.9336 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561862 | -40144 | -385223 | -108298 | -249535 | -156831 |
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{ "first_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 78, "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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