Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1488303.6035 | 1368160.3547 | 120143.2488 | 6434174.3533 | 2935045.7372 | 3499128.6161 |
Total P&L (%) | 1488.3036 | 1368.1604 | 120.1432 | 6434.1744 | 2935.0457 | 3499.1286 |
Avg Daily Profit (%) | 0.7933 | 0.7293 | 0.064 | 0.223 | 0.1821 | 0.1912 |
Buy And Hold Return (%) | 277.7523 | 277.7523 | 277.7523 | 277.7523 | 277.7523 | 277.7523 |
Max Trade Drawdown | -104245 | -46735 | -68543 | -14373205 | -4420427 | -10043738 |
Profit Factor | 5.1922 | 8.9393 | 1.6576 | 1.206 | 1.1894 | 1.2224 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 5.1922 | 8.9393 | 1.6576 | 1.206 | 1.1894 | 1.2224 |
Largest Winning Trade | 1070078 | 1070078 | 64312 | 6020768 | 6020768 | 5646682 |
Largest Losing Trade | -28823 | -23654 | -28823 | -5851313 | -2694031 | -5851313 |
Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Winners | 87 | 93 | 80 | 87 | 93 | 80 |
Avg Bars in Losers | 31 | 37 | 25 | 31 | 37 | 25 |
Bars Traded | 3576 | 1977 | 1599 | 3576 | 1977 | 1599 |
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 | -153549 | 707154 | -270102 | -165755 | -4351 | 270894 |
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{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 63, "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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