Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365526.256 | 1237700.4058 | 127825.8503 | 9621104.3487 | 4365497.4345 | 5255606.9142 |
Total P&L (%) | 1365.5263 | 1237.7004 | 127.8259 | 9621.1043 | 4365.4974 | 5255.6069 |
Avg Daily Profit (%) | 0.5446 | 0.4936 | 0.051 | 0.1827 | 0.1516 | 0.1589 |
Buy And Hold Return (%) | 430.7175 | 430.7175 | 430.7175 | 430.7175 | 430.7175 | 430.7175 |
Max Trade Drawdown | -113847 | -49177 | -77960 | -19367234 | -9858119 | -15320558 |
Profit Factor | 3.8473 | 7.279 | 1.4525 | 1.1943 | 1.1985 | 1.191 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 47.1264 | 40.9091 | 53.4884 | 47.1264 | 40.9091 | 53.4884 |
Ratio Avg Win / Avg Loss | 4.3164 | 10.5141 | 1.2631 | 1.34 | 1.7311 | 1.0356 |
Largest Winning Trade | 742425 | 742425 | 57725 | 8905128 | 8905128 | 8487565 |
Largest Losing Trade | -55397 | -22070 | -55397 | -12993146 | -5407026 | -12993146 |
Avg Bars in Trades | 55 | 49 | 62 | 55 | 49 | 62 |
Avg Bars in Winners | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Losers | 33 | 25 | 43 | 33 | 25 | 43 |
Bars Traded | 4870 | 2165 | 2705 | 4870 | 2165 | 2705 |
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 | 507154 | 445501 | -289095 | 8101 | 110446 | -2257 |
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "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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