Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -905214.1204 | 81983.6173 | -987197.7376 | -1138160.7233 | -7335525.605 | 6197364.8817 |
Total P&L (%) | -905.2141 | 81.9836 | -987.1977 | -1138.1607 | -7335.5256 | 6197.3649 |
Avg Daily Profit (%) | -0.495 | 0.0448 | -0.5398 | 0 | 0 | 0.2268 |
Buy And Hold Return (%) | 599.2423 | 599.2423 | 599.2423 | 599.2423 | 599.2423 | 599.2423 |
Max Trade Drawdown | -1046454 | -154919 | -1050463 | -12554631 | -9969581 | -3964204 |
Profit Factor | 0.4182 | 1.3001 | 0.2303 | 0.9518 | 0.4308 | 1.5777 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 17 | 16 | 28 | 14 | 14 |
Losing Trades | 27 | 13 | 14 | 32 | 16 | 16 |
Profitability (%) | 55 | 56.6667 | 53.3333 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.3421 | 0.9942 | 0.2015 | 1.0878 | 0.4923 | 1.803 |
Largest Winning Trade | 64538 | 64538 | 53577 | 12503158 | 1905143 | 12503158 |
Largest Losing Trade | -507156 | -80114 | -507156 | -9020057 | -9020057 | -3964204 |
Avg Bars in Trades | 88 | 90 | 86 | 88 | 90 | 86 |
Avg Bars in Winners | 49 | 47 | 51 | 92 | 96 | 88 |
Avg Bars in Losers | 136 | 146 | 126 | 84 | 84 | 83 |
Bars Traded | 5292 | 2707 | 2585 | 5292 | 2707 | 2585 |
Profit Streak | 33.2312 | 75.5645 | 0 | 0 | 0 | 169.8979 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753088 | -298608 | -580393 | -753907 | -582121 | 402095 |
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } } }
# | 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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