Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173631.3012 | 1146087.9504 | 27543.3508 | 2050331.6984 | 2105636.6635 | -55304.9651 |
Total P&L (%) | 1173.6313 | 1146.088 | 27.5434 | 2050.3317 | 2105.6367 | -55.305 |
Avg Daily Profit (%) | 0.6444 | 0.6293 | 0.0151 | 0.1686 | 0.17 | -0.0442 |
Buy And Hold Return (%) | 628.6803 | 628.6803 | 628.6803 | 628.6803 | 628.6803 | 628.6803 |
Max Trade Drawdown | -92429 | -74781 | -72065 | -3427319 | -2633852 | -1790967 |
Profit Factor | 3.0037 | 5.1098 | 1.0898 | 1.2194 | 1.4426 | 0.9879 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 47.8261 | 45.6522 | 50 | 47.8261 | 45.6522 | 50 |
Ratio Avg Win / Avg Loss | 3.2767 | 6.0831 | 1.0898 | 1.3303 | 1.7173 | 0.9879 |
Largest Winning Trade | 558101 | 558101 | 74993 | 2180221 | 2180221 | 1079681 |
Largest Losing Trade | -35827 | -29879 | -35827 | -1102353 | -1102353 | -662649 |
Avg Bars in Trades | 76 | 71 | 82 | 76 | 71 | 82 |
Avg Bars in Winners | 115 | 111 | 118 | 115 | 111 | 118 |
Avg Bars in Losers | 41 | 37 | 46 | 41 | 37 | 46 |
Bars Traded | 7077 | 3267 | 3810 | 7077 | 3267 | 3810 |
Profit Streak | 0 | 27.8359 | 0 | 0 | 27.8359 | 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 | 331072 | 375726 | -460144 | 139748 | 214932 | -580704 |
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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