Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1832444.7051 | 1689389.4749 | 143055.2303 | 15578140.966 | 11364272.5552 | 4213868.4107 |
Total P&L (%) | 1832.4447 | 1689.3895 | 143.0552 | 15578.141 | 11364.2726 | 4213.8684 |
Avg Daily Profit (%) | 1.0092 | 0.9305 | 0.0788 | 0.2788 | 0.2615 | 0.2075 |
Buy And Hold Return (%) | 567.0508 | 567.0508 | 567.0508 | 567.0508 | 567.0508 | 567.0508 |
Max Trade Drawdown | -100316 | -75920 | -39115 | -26107076 | -17963041 | -11233932 |
Profit Factor | 3.965 | 5.1016 | 1.694 | 1.1749 | 1.1906 | 1.1431 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 52.7778 | 50 | 55.5556 | 52.7778 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.5476 | 5.1016 | 1.3552 | 1.0512 | 1.1906 | 0.9144 |
Largest Winning Trade | 943258 | 943258 | 53561 | 24520210 | 24520210 | 4627099 |
Largest Losing Trade | -39115 | -34995 | -39115 | -8315704 | -8315704 | -7315951 |
Avg Bars in Trades | 48 | 63 | 34 | 48 | 63 | 34 |
Avg Bars in Winners | 55 | 79 | 33 | 55 | 79 | 33 |
Avg Bars in Losers | 41 | 46 | 36 | 41 | 46 | 36 |
Bars Traded | 5283 | 3409 | 1874 | 5283 | 3409 | 1874 |
Profit Streak | 0 | 82.9852 | 0 | 0 | 82.9852 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 652516 | -161074 | -430768 | -18803 | -181395 | -236069 |
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{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "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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