Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604340.3952 | 1478916.6395 | 125423.7557 | 14741946.4903 | 10063013.2762 | 4678933.2141 |
Total P&L (%) | 1604.3404 | 1478.9166 | 125.4238 | 14741.9465 | 10063.0133 | 4678.9332 |
Avg Daily Profit (%) | 0.8838 | 0.8147 | 0.0691 | 0.2758 | 0.2549 | 0.2132 |
Buy And Hold Return (%) | 486.4022 | 486.4022 | 486.4022 | 486.4022 | 486.4022 | 486.4022 |
Max Trade Drawdown | -122702 | -75546 | -77612 | -26264340 | -18760205 | -15311459 |
Profit Factor | 3.1683 | 5.3052 | 1.3164 | 1.1601 | 1.2298 | 1.0969 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 144 | 73 | 71 | 144 | 73 | 71 |
Profitability (%) | 30.0971 | 29.1262 | 31.068 | 30.0971 | 29.1262 | 31.068 |
Ratio Avg Win / Avg Loss | 7.3586 | 12.9093 | 2.9208 | 2.6945 | 2.9925 | 2.4338 |
Largest Winning Trade | 889556 | 889556 | 69592 | 15990166 | 15990166 | 10458004 |
Largest Losing Trade | -34341 | -24933 | -34341 | -4042868 | -4042868 | -3176111 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 5427 | 2607 | 2820 | 5427 | 2607 | 2820 |
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 | 362294 | 233693 | -272531 | -40974 | -2358 | -112011 |
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{ "first_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 3 } }, "second_band": { "type": "hl2", "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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