Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579597.363 | 565309.2937 | 14288.0693 | 27994.1542 | 503353.2093 | -475359.0551 |
Total P&L (%) | 579.5974 | 565.3093 | 14.2881 | 27.9942 | 503.3532 | -475.3591 |
Avg Daily Profit (%) | 0.2318 | 0.2261 | 0.0057 | 0.0099 | 0.0719 | 0 |
Buy And Hold Return (%) | 243.6063 | 243.6063 | 243.6063 | 243.6063 | 243.6063 | 243.6063 |
Max Trade Drawdown | -185620 | -94150 | -202892 | -536199 | -55805 | -627715 |
Profit Factor | 1.9894 | 3.1559 | 1.0442 | 1.0318 | 4.204 | 0.3438 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 55.1724 | 48.8372 | 61.3636 | 55.1724 | 48.8372 | 61.3636 |
Ratio Avg Win / Avg Loss | 1.6164 | 3.3061 | 0.6574 | 0.8383 | 4.4042 | 0.2165 |
Largest Winning Trade | 349564 | 349564 | 48513 | 237429 | 237429 | 60193 |
Largest Losing Trade | -83945 | -40232 | -83945 | -457357 | -55805 | -457357 |
Avg Bars in Trades | 54 | 66 | 41 | 54 | 66 | 41 |
Avg Bars in Winners | 64 | 74 | 56 | 64 | 74 | 56 |
Avg Bars in Losers | 41 | 59 | 18 | 41 | 59 | 18 |
Bars Traded | 4715 | 2869 | 1846 | 4715 | 2869 | 1846 |
Profit Streak | 133.5932 | 133.5932 | 138.5932 | 133.5932 | 133.5932 | 138.5932 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359385 | 349476 | -522094 | -530427 | -95566 | -578285 |
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "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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