Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952156.4543 | 809094.9306 | 143061.5237 | 14359152.5047 | 4071159.1988 | 10287993.3059 |
Total P&L (%) | 952.1565 | 809.0949 | 143.0615 | 14359.1525 | 4071.1592 | 10287.9933 |
Avg Daily Profit (%) | 0.3806 | 0.3234 | 0.0572 | 0.199 | 0.1492 | 0.1858 |
Buy And Hold Return (%) | 443.4579 | 443.4579 | 443.4579 | 443.4579 | 443.4579 | 443.4579 |
Max Trade Drawdown | -66540 | -53978 | -72557 | -9904510 | -8940959 | -4771268 |
Profit Factor | 2.725 | 4.1723 | 1.4818 | 1.3502 | 1.1604 | 1.6586 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 48.062 | 41.5385 | 54.6875 | 48.062 | 41.5385 | 54.6875 |
Ratio Avg Win / Avg Loss | 2.9448 | 5.8722 | 1.2278 | 1.4591 | 1.6332 | 1.3742 |
Largest Winning Trade | 276333 | 276333 | 54220 | 6548595 | 6548595 | 4308431 |
Largest Losing Trade | -50257 | -18662 | -50257 | -3394983 | -3394983 | -2140127 |
Avg Bars in Trades | 76 | 68 | 84 | 76 | 68 | 84 |
Avg Bars in Winners | 115 | 119 | 111 | 115 | 119 | 111 |
Avg Bars in Losers | 41 | 32 | 52 | 41 | 32 | 52 |
Bars Traded | 9902 | 4474 | 5428 | 9902 | 4474 | 5428 |
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 | 304580 | -127027 | -419723 | 288288 | -171654 | -128626 |
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{ "first_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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