Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606178.0469 | 486549.3429 | 119628.704 | 1116270.8195 | -498905.1112 | 1615175.9307 |
Total P&L (%) | 606.178 | 486.5493 | 119.6287 | 1116.2708 | -498.9051 | 1615.1759 |
Avg Daily Profit (%) | 0.3746 | 0.3007 | 0.0739 | 0.1545 | 0 | 0.1758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146308 | -156562 | -77345 | -3827989 | -4050438 | -2351234 |
Profit Factor | 1.624 | 2.0071 | 1.245 | 1.0659 | 0.9407 | 1.1896 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 38.0282 | 32.7103 | 43.3962 | 38.0282 | 32.7103 | 43.3962 |
Ratio Avg Win / Avg Loss | 2.6465 | 4.1289 | 1.6239 | 1.7371 | 1.9351 | 1.5516 |
Largest Winning Trade | 229910 | 229910 | 47240 | 1225313 | 850868 | 1225313 |
Largest Losing Trade | -25075 | -18991 | -25075 | -632245 | -505442 | -632245 |
Avg Bars in Trades | 89 | 89 | 90 | 89 | 89 | 90 |
Avg Bars in Winners | 146 | 155 | 139 | 146 | 155 | 139 |
Avg Bars in Losers | 54 | 56 | 52 | 54 | 56 | 52 |
Bars Traded | 19077 | 9530 | 9547 | 19077 | 9530 | 9547 |
Profit Streak | 497.7587 | 503.1754 | 0 | 497.7587 | 503.1754 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347348 | 211928 | -96206 | -142207 | -584409 | -5903 |
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{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 2 } } }
# | 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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