Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603533.2588 | 1618897.8278 | -15364.569 | 153054.6009 | 15553704.782 | -15400650.1811 |
Total P&L (%) | 1603.5333 | 1618.8978 | -15.3646 | 153.0546 | 15553.7048 | -15400.6502 |
Avg Daily Profit (%) | 0.7087 | 0.7155 | -0.0068 | 0.041 | 0.2236 | 0 |
Buy And Hold Return (%) | 183.3667 | 183.3667 | 183.3667 | 183.3667 | 183.3667 | 183.3667 |
Max Trade Drawdown | -279914 | -145032 | -177329 | -24829596 | -4262297 | -22676509 |
Profit Factor | 2.853 | 5.602 | 0.9701 | 1.0039 | 2.8124 | 0.4935 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 42.6573 | 37.5 | 47.8873 | 42.6573 | 37.5 | 47.8873 |
Ratio Avg Win / Avg Loss | 3.8352 | 9.3367 | 1.0557 | 1.3495 | 4.6874 | 0.537 |
Largest Winning Trade | 1323299 | 1323299 | 48008 | 17199591 | 17199591 | 7938891 |
Largest Losing Trade | -85438 | -36125 | -85438 | -15216518 | -2797500 | -15216518 |
Avg Bars in Trades | 90 | 83 | 98 | 90 | 83 | 98 |
Avg Bars in Winners | 139 | 142 | 136 | 139 | 142 | 136 |
Avg Bars in Losers | 55 | 47 | 63 | 55 | 47 | 63 |
Bars Traded | 12997 | 5992 | 7005 | 12997 | 5992 | 7005 |
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 | 552779 | -63639 | -666891 | -522548 | -70711 | -668557 |
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{ "first_band": { "type": "ssf", "factors": { "length": 70, "offset": 111, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 70, "offset": 111, "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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