Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1147581.1706 | 973216.6518 | 174364.5188 | 33228221.55 | 32866107.2318 | 362114.3182 |
Total P&L (%) | 1147.5812 | 973.2167 | 174.3645 | 33228.2216 | 32866.1072 | 362.1143 |
Avg Daily Profit (%) | 0.6286 | 0.5331 | 0.0955 | 0.3187 | 0.3181 | 0.0839 |
Buy And Hold Return (%) | 520.0098 | 520.0098 | 520.0098 | 520.0098 | 520.0098 | 520.0098 |
Max Trade Drawdown | -96201 | -74374 | -55743 | -72608246 | -56195816 | -35619912 |
Profit Factor | 2.4712 | 3.4712 | 1.4515 | 1.1387 | 1.2591 | 1.0032 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 41.8478 | 39.1304 | 44.5652 | 41.8478 | 39.1304 | 44.5652 |
Ratio Avg Win / Avg Loss | 3.434 | 5.3997 | 1.8055 | 1.5824 | 1.9587 | 1.2479 |
Largest Winning Trade | 284444 | 284444 | 56947 | 42177730 | 42177730 | 23807675 |
Largest Losing Trade | -23428 | -15966 | -23428 | -14304502 | -11000695 | -14304502 |
Avg Bars in Trades | 116 | 110 | 123 | 116 | 110 | 123 |
Avg Bars in Winners | 201 | 205 | 198 | 201 | 205 | 198 |
Avg Bars in Losers | 55 | 49 | 63 | 55 | 49 | 63 |
Bars Traded | 21490 | 10151 | 11339 | 21490 | 10151 | 11339 |
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 | 312983 | 188758 | -231536 | -59967 | 196450 | -466160 |
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{ "first_band": { "type": "ssf", "factors": { "length": 246, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 2 } } }
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# | 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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