Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241176.4784 | 1165607.6146 | 75568.8638 | 44740475.5213 | 53058735.2577 | -8318259.7364 |
Total P&L (%) | 1241.1765 | 1165.6076 | 75.5689 | 44740.4755 | 53058.7353 | -8318.2597 |
Avg Daily Profit (%) | 0.6637 | 0.6233 | 0.0404 | 0.327 | 0.3362 | 0 |
Buy And Hold Return (%) | 5990.8214 | 5990.8214 | 5990.8214 | 5990.8214 | 5990.8214 | 5990.8214 |
Max Trade Drawdown | -119557 | -97957 | -122806 | -11665756 | -7771091 | -15732065 |
Profit Factor | 2.8976 | 5.3246 | 1.1965 | 1.517 | 2.6868 | 0.849 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 43.5374 | 43.2432 | 43.8356 | 43.5374 | 43.2432 | 43.8356 |
Ratio Avg Win / Avg Loss | 3.7578 | 6.9885 | 1.533 | 1.9674 | 3.5264 | 1.0877 |
Largest Winning Trade | 423519 | 423519 | 62218 | 12481926 | 12481926 | 11642944 |
Largest Losing Trade | -33364 | -18249 | -33364 | -6644544 | -5398617 | -6644544 |
Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Winners | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 7455 | 3901 | 3554 | 7455 | 3901 | 3554 |
Profit Streak | 32.733 | 33.483 | 0 | 32.733 | 33.483 | 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 | -149827 | -212633 | -382318 | 362208 | -52217 | -653466 |
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 16, "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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