Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910951.642 | 823580.7596 | 87370.8824 | 4866451.6632 | 5938773.7611 | -1072322.098 |
Total P&L (%) | 910.9516 | 823.5808 | 87.3709 | 4866.4517 | 5938.7738 | -1072.3221 |
Avg Daily Profit (%) | 0.3643 | 0.3294 | 0.0349 | 0.1563 | 0.1642 | 0 |
Buy And Hold Return (%) | 688.1838 | 688.1838 | 688.1838 | 688.1838 | 688.1838 | 688.1838 |
Max Trade Drawdown | -170667 | -113300 | -88839 | -3343882 | -2185667 | -2074412 |
Profit Factor | 1.9747 | 2.5174 | 1.223 | 1.4168 | 2.0543 | 0.8226 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 133 | 60 | 73 | 133 | 60 | 73 |
Losing Trades | 135 | 74 | 61 | 135 | 74 | 61 |
Profitability (%) | 49.6269 | 44.7761 | 54.4776 | 49.6269 | 44.7761 | 54.4776 |
Ratio Avg Win / Avg Loss | 2.0044 | 3.1048 | 1.022 | 1.4381 | 2.5337 | 0.6873 |
Largest Winning Trade | 370595 | 370595 | 59649 | 4446328 | 4446328 | 855329 |
Largest Losing Trade | -30571 | -28579 | -30571 | -1919527 | -896620 | -1919527 |
Avg Bars in Trades | 36 | 46 | 26 | 36 | 46 | 26 |
Avg Bars in Winners | 48 | 67 | 34 | 48 | 67 | 34 |
Avg Bars in Losers | 24 | 30 | 18 | 24 | 30 | 18 |
Bars Traded | 9870 | 6288 | 3582 | 9870 | 6288 | 3582 |
Profit Streak | 6.4696 | 0 | 17.4696 | 6.4696 | 0 | 17.4696 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49928 | -92856 | -311150 | 374736 | 338617 | -579550 |
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 103, "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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