Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3099823.6383 | 2865192.0004 | 234631.6379 | 9145241.9672 | -2744390.3511 | 11889632.3183 |
Total P&L (%) | 3099.8236 | 2865.192 | 234.6316 | 9145.242 | -2744.3904 | 11889.6323 |
Avg Daily Profit (%) | 1.3361 | 1.235 | 0.1011 | 0.1953 | 0 | 0.2065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146064 | -97855 | -63741 | -18464112 | -14721781 | -8017966 |
Profit Factor | 4.7705 | 7.1129 | 1.6639 | 1.1529 | 0.9223 | 1.4853 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 38.8889 | 33.3333 | 44.4444 | 38.8889 | 33.3333 | 44.4444 |
Ratio Avg Win / Avg Loss | 7.4965 | 14.2258 | 2.0799 | 1.8117 | 1.8446 | 1.8566 |
Largest Winning Trade | 2496943 | 2496943 | 65411 | 9187388 | 9187388 | 6731861 |
Largest Losing Trade | -52617 | -52617 | -33536 | -6141516 | -6141516 | -4199242 |
Avg Bars in Trades | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Winners | 121 | 126 | 117 | 121 | 126 | 117 |
Avg Bars in Losers | 41 | 48 | 32 | 41 | 48 | 32 |
Bars Traded | 9122 | 4712 | 4410 | 9122 | 4712 | 4410 |
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 | 621761 | -131367 | -203927 | -47240 | -731439 | -138697 |
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "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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