Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215588.7728 | 1239359.5744 | -23770.8016 | 240652.7105 | 916170.9583 | -675518.2478 |
Total P&L (%) | 1215.5888 | 1239.3596 | -23.7708 | 240.6527 | 916.171 | -675.5182 |
Avg Daily Profit (%) | 0.6673 | 0.6803 | -0.013 | 0.0673 | 0.1274 | 0 |
Buy And Hold Return (%) | 597.5724 | 597.5724 | 597.5724 | 597.5724 | 597.5724 | 597.5724 |
Max Trade Drawdown | -162376 | -76094 | -133158 | -929551 | -309989 | -837815 |
Profit Factor | 2.9338 | 5.1534 | 0.928 | 1.1059 | 1.9659 | 0.4895 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 46.875 | 43.75 | 50 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 3.325 | 6.6258 | 0.928 | 1.2534 | 2.5276 | 0.4895 |
Largest Winning Trade | 806315 | 806315 | 68317 | 894416 | 894416 | 115563 |
Largest Losing Trade | -77778 | -49723 | -77778 | -527634 | -235032 | -527634 |
Avg Bars in Trades | 110 | 118 | 102 | 110 | 118 | 102 |
Avg Bars in Winners | 146 | 162 | 132 | 146 | 162 | 132 |
Avg Bars in Losers | 77 | 83 | 71 | 77 | 83 | 71 |
Bars Traded | 7052 | 3786 | 3266 | 7052 | 3786 | 3266 |
Profit Streak | 0 | 109.8389 | 0 | 0 | 109.8389 | 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 | -133742 | 423148 | -580810 | -517563 | -30749 | -580810 |
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.03296 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.03296 } } }
# | 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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