Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936591.9059 | 712388.7173 | 224203.1886 | 7656610.9676 | 951653.3175 | 6704957.6501 |
Total P&L (%) | 936.5919 | 712.3887 | 224.2032 | 7656.611 | 951.6533 | 6704.9577 |
Avg Daily Profit (%) | 0.3876 | 0.2948 | 0.0928 | 0.1802 | 0.0974 | 0.1748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84791 | -95008 | -176627 | -6750369 | -6298585 | -2956466 |
Profit Factor | 1.5177 | 1.8116 | 1.2407 | 1.1401 | 1.0337 | 1.254 |
Total Trades | 719 | 359 | 360 | 719 | 359 | 360 |
Winning Trades | 227 | 111 | 116 | 227 | 111 | 116 |
Losing Trades | 492 | 248 | 244 | 492 | 248 | 244 |
Profitability (%) | 31.5716 | 30.9192 | 32.2222 | 31.5716 | 30.9192 | 32.2222 |
Ratio Avg Win / Avg Loss | 3.2895 | 4.0475 | 2.6098 | 2.471 | 2.3095 | 2.6378 |
Largest Winning Trade | 316153 | 316153 | 41973 | 3075430 | 2924441 | 3075430 |
Largest Losing Trade | -21321 | -13464 | -21321 | -1397611 | -1397611 | -979655 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 7231 | 3569 | 3663 | 7231 | 3569 | 3663 |
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 | 325216 | 232693 | -73566 | -60603 | -250694 | 123376 |
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{ "first_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } }, "second_band": { "type": "hlc3", "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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