Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231895.7205 | 1247622.6549 | -15726.9343 | 676920.0271 | 1654528.2543 | -977608.2272 |
Total P&L (%) | 1231.8957 | 1247.6227 | -15.7269 | 676.92 | 1654.5283 | -977.6082 |
Avg Daily Profit (%) | 0.6789 | 0.6876 | -0.0087 | 0.1131 | 0.158 | 0 |
Buy And Hold Return (%) | 583.6821 | 583.6821 | 583.6821 | 583.6821 | 583.6821 | 583.6821 |
Max Trade Drawdown | -124335 | -75612 | -122807 | -2291070 | -1459163 | -1028994 |
Profit Factor | 2.6773 | 4.6513 | 0.96 | 1.1035 | 1.568 | 0.7306 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 43.75 | 42.8571 | 44.6429 | 43.75 | 42.8571 | 44.6429 |
Ratio Avg Win / Avg Loss | 3.4422 | 6.2017 | 1.1904 | 1.4188 | 2.0906 | 0.9059 |
Largest Winning Trade | 781745 | 781745 | 76108 | 1446187 | 1446187 | 580287 |
Largest Losing Trade | -46121 | -30980 | -46121 | -467248 | -467248 | -446713 |
Avg Bars in Trades | 63 | 58 | 68 | 63 | 58 | 68 |
Avg Bars in Winners | 96 | 85 | 106 | 96 | 85 | 106 |
Avg Bars in Losers | 37 | 38 | 36 | 37 | 38 | 36 |
Bars Traded | 7094 | 3283 | 3811 | 7094 | 3283 | 3811 |
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 | 322325 | -169060 | -761250 | -266571 | -175579 | -762916 |
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{ "first_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 198, "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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