Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194856.8514 | 1252800.6421 | -57943.7907 | 128136.1779 | 1208017.4047 | -1079881.2268 |
Total P&L (%) | 1194.8569 | 1252.8006 | -57.9438 | 128.1362 | 1208.0174 | -1079.8812 |
Avg Daily Profit (%) | 0.6581 | 0.69 | -0.0319 | 0.0454 | 0.1417 | 0 |
Buy And Hold Return (%) | 586.4929 | 586.4929 | 586.4929 | 586.4929 | 586.4929 | 586.4929 |
Max Trade Drawdown | -176491 | -116307 | -152230 | -1143265 | -583617 | -1111421 |
Profit Factor | 2.5412 | 4.3125 | 0.8541 | 1.0329 | 1.701 | 0.5032 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 | 40.9091 |
Ratio Avg Win / Avg Loss | 3.6706 | 6.2291 | 1.2337 | 1.4919 | 2.457 | 0.7268 |
Largest Winning Trade | 826639 | 826639 | 67753 | 1122745 | 1122745 | 239207 |
Largest Losing Trade | -55823 | -39736 | -55823 | -411078 | -311965 | -411078 |
Avg Bars in Trades | 59 | 62 | 57 | 59 | 62 | 57 |
Avg Bars in Winners | 86 | 95 | 78 | 86 | 95 | 78 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 5279 | 2770 | 2509 | 5279 | 2770 | 2509 |
Profit Streak | 0 | 103.4926 | 0 | 0 | 103.4926 | 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 | 246848 | 382276 | -582588 | -485660 | -9631 | -584254 |
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{ "first_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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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