Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1439720.8381 | 1456138.5157 | -16417.6775 | 265903.4207 | 128744.5976 | 137158.823 |
Total P&L (%) | 1439.7208 | 1456.1385 | -16.4177 | 265.9034 | 128.7446 | 137.1588 |
Avg Daily Profit (%) | 0.7922 | 0.8012 | -0.009 | 0.0714 | 0.0455 | 0.0475 |
Buy And Hold Return (%) | 632.1111 | 632.1111 | 632.1111 | 632.1111 | 632.1111 | 632.1111 |
Max Trade Drawdown | -138172 | -156412 | -79364 | -1815834 | -1968213 | -695220 |
Profit Factor | 2.0429 | 2.3753 | 0.949 | 1.0255 | 1.0155 | 1.0644 |
Total Trades | 460 | 230 | 230 | 460 | 230 | 230 |
Winning Trades | 204 | 97 | 107 | 204 | 97 | 107 |
Losing Trades | 256 | 133 | 123 | 256 | 133 | 123 |
Profitability (%) | 44.3478 | 42.1739 | 46.5217 | 44.3478 | 42.1739 | 46.5217 |
Ratio Avg Win / Avg Loss | 2.5636 | 3.2568 | 1.0909 | 1.2869 | 1.3924 | 1.2235 |
Largest Winning Trade | 999281 | 999281 | 17647 | 1306226 | 1306226 | 159077 |
Largest Losing Trade | -38766 | -38766 | -16901 | -549238 | -549238 | -131812 |
Avg Bars in Trades | 46 | 88 | 5 | 46 | 88 | 5 |
Avg Bars in Winners | 63 | 127 | 6 | 63 | 127 | 6 |
Avg Bars in Losers | 33 | 60 | 4 | 33 | 60 | 4 |
Bars Traded | 21597 | 20403 | 1194 | 21597 | 20403 | 1194 |
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 | 437403 | 375524 | -579538 | -455649 | -503716 | -445383 |
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{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "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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