Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1132706.4118 | 966764.9939 | 165941.4179 | 30617467.0914 | 18451379.6101 | 12166087.4813 |
Total P&L (%) | 1132.7064 | 966.765 | 165.9414 | 30617.4671 | 18451.3796 | 12166.0875 |
Avg Daily Profit (%) | 0.625 | 0.5334 | 0.0916 | 0.3165 | 0.2886 | 0.2657 |
Buy And Hold Return (%) | 412.2617 | 412.2617 | 412.2617 | 412.2617 | 412.2617 | 412.2617 |
Max Trade Drawdown | -76938 | -57573 | -63970 | -11333758 | -11306013 | -7598427 |
Profit Factor | 2.8081 | 4.3235 | 1.4945 | 1.4932 | 1.5986 | 1.3892 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 3.3187 | 6.053 | 1.4945 | 1.7647 | 2.2381 | 1.3892 |
Largest Winning Trade | 273642 | 273642 | 76612 | 11215635 | 11215635 | 9027137 |
Largest Losing Trade | -25716 | -24007 | -25716 | -6950235 | -6228885 | -6950235 |
Avg Bars in Trades | 89 | 85 | 94 | 89 | 85 | 94 |
Avg Bars in Winners | 128 | 123 | 133 | 128 | 123 | 133 |
Avg Bars in Losers | 56 | 57 | 55 | 56 | 57 | 55 |
Bars Traded | 10751 | 5106 | 5645 | 10751 | 5106 | 5645 |
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 | 446132 | -159101 | -404409 | 363863 | -160883 | -159951 |
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{ "first_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 142, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 2 } } }
# | 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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