Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1485316.8703 | 1387522.3998 | 97794.4705 | 6812311.9601 | 6572861.8869 | 239450.0733 |
Total P&L (%) | 1485.3169 | 1387.5224 | 97.7945 | 6812.312 | 6572.8619 | 239.4501 |
Avg Daily Profit (%) | 0.8184 | 0.7645 | 0.0539 | 0.2337 | 0.2317 | 0.0674 |
Buy And Hold Return (%) | 592.46 | 592.46 | 592.46 | 592.46 | 592.46 | 592.46 |
Max Trade Drawdown | -83344 | -61756 | -54801 | -8067720 | -5381886 | -5901988 |
Profit Factor | 4.1341 | 7.0589 | 1.3993 | 1.28 | 1.6259 | 1.0173 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 43.4783 | 35.2941 | 51.4286 | 43.4783 | 35.2941 | 51.4286 |
Ratio Avg Win / Avg Loss | 5.3744 | 12.9414 | 1.3216 | 1.6641 | 2.9809 | 0.9608 |
Largest Winning Trade | 769298 | 769298 | 73612 | 7935607 | 7935607 | 2956331 |
Largest Losing Trade | -29655 | -29655 | -26594 | -2269179 | -1419900 | -2269179 |
Avg Bars in Trades | 152 | 138 | 167 | 152 | 138 | 167 |
Avg Bars in Winners | 246 | 232 | 255 | 246 | 232 | 255 |
Avg Bars in Losers | 81 | 86 | 73 | 81 | 86 | 73 |
Bars Traded | 10555 | 4699 | 5856 | 10555 | 4699 | 5856 |
Profit Streak | 0 | 103.6412 | 0 | 0 | 103.6412 | 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 | -92021 | 417823 | -285876 | -99415 | 223624 | -471737 |
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 122, "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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