Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247556.4542 | 1272846.2115 | -25289.7573 | 294391.4996 | 529673.7592 | -235282.2597 |
Total P&L (%) | 1247.5565 | 1272.8462 | -25.2898 | 294.3915 | 529.6738 | -235.2823 |
Avg Daily Profit (%) | 0.6838 | 0.6977 | -0.0139 | 0.0752 | 0.1009 | 0 |
Buy And Hold Return (%) | 658.9399 | 658.9399 | 658.9399 | 658.9399 | 658.9399 | 658.9399 |
Max Trade Drawdown | -124331 | -140138 | -45175 | -1425733 | -1588224 | -287278 |
Profit Factor | 2.7426 | 3.217 | 0.8216 | 1.0606 | 1.1325 | 0.7277 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.3879 | 3.974 | 1.015 | 1.3101 | 1.399 | 0.8989 |
Largest Winning Trade | 669410 | 669410 | 20810 | 1358468 | 1358468 | 76093 |
Largest Losing Trade | -45630 | -45630 | -15600 | -540870 | -540870 | -152180 |
Avg Bars in Trades | 139 | 266 | 12 | 139 | 266 | 12 |
Avg Bars in Winners | 185 | 355 | 15 | 185 | 355 | 15 |
Avg Bars in Losers | 102 | 193 | 10 | 102 | 193 | 10 |
Bars Traded | 21174 | 20221 | 953 | 21174 | 20221 | 953 |
Profit Streak | 0 | 93.8385 | 0 | 0 | 93.8385 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308000 | -39850 | -630338 | -413414 | -349304 | -632005 |
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{ "first_band": { "type": "ssf", "factors": { "length": 235, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 235, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 75, "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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