Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1128194.0708 | 1153083.1562 | -24889.0854 | 695660.6541 | 1417682.3635 | -722021.7094 |
Total P&L (%) | 1128.1941 | 1153.0832 | -24.8891 | 695.6607 | 1417.6824 | -722.0217 |
Avg Daily Profit (%) | 0.6176 | 0.6312 | -0.0136 | 0.1136 | 0.149 | 0 |
Buy And Hold Return (%) | 667.6303 | 667.6303 | 667.6303 | 667.6303 | 667.6303 | 667.6303 |
Max Trade Drawdown | -116792 | -90413 | -92299 | -2322589 | -1473147 | -1202779 |
Profit Factor | 2.7952 | 5.0007 | 0.9268 | 1.1211 | 1.5346 | 0.7664 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 45.0549 | 42.2222 | 47.8261 | 45.0549 | 42.2222 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.4088 | 6.843 | 1.0111 | 1.3672 | 2.1 | 0.8361 |
Largest Winning Trade | 612922 | 612922 | 74993 | 1171546 | 1171546 | 510713 |
Largest Losing Trade | -42969 | -29879 | -42969 | -594370 | -594370 | -472479 |
Avg Bars in Trades | 77 | 72 | 83 | 77 | 72 | 83 |
Avg Bars in Winners | 114 | 116 | 113 | 114 | 116 | 113 |
Avg Bars in Losers | 47 | 39 | 55 | 47 | 39 | 55 |
Bars Traded | 7070 | 3241 | 3829 | 7070 | 3241 | 3829 |
Profit Streak | 0 | 33.1368 | 0 | 0 | 33.1368 | 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 | 226980 | 302153 | -579883 | -282597 | 15055 | -581549 |
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{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 225, "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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