Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164677.6128 | 472479.6974 | -307802.0846 | 4524.2519 | -2762870.264 | 2767394.5159 |
Total P&L (%) | 164.6776 | 472.4797 | -307.8021 | 4.5243 | -2762.8703 | 2767.3945 |
Avg Daily Profit (%) | 0.0908 | 0.2605 | -0.1697 | 0.0024 | 0 | 0.1852 |
Buy And Hold Return (%) | 429.371 | 429.371 | 429.371 | 429.371 | 429.371 | 429.371 |
Max Trade Drawdown | -299247 | -69361 | -185146 | -5573060 | -3618742 | -2242030 |
Profit Factor | 1.166 | 2.6523 | 0.5642 | 1.0004 | 0.5268 | 1.4768 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 39 | 20 | 19 | 31 | 15 | 16 |
Losing Trades | 26 | 13 | 13 | 34 | 18 | 16 |
Profitability (%) | 60 | 60.6061 | 59.375 | 47.6923 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 0.7773 | 1.724 | 0.386 | 1.0972 | 0.6321 | 1.4768 |
Largest Winning Trade | 142758 | 142758 | 64128 | 6755393 | 650729 | 6755393 |
Largest Losing Trade | -299247 | -69361 | -299247 | -2219618 | -2219618 | -2109095 |
Avg Bars in Trades | 81 | 78 | 84 | 81 | 78 | 84 |
Avg Bars in Winners | 70 | 67 | 73 | 72 | 71 | 73 |
Avg Bars in Losers | 97 | 95 | 99 | 89 | 84 | 94 |
Bars Traded | 5292 | 2591 | 2701 | 5292 | 2591 | 2701 |
Profit Streak | 36.0696 | 71.0696 | 0 | 36.0696 | 71.0696 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -411300 | -119436 | -579595 | -711784 | -582012 | 312238 |
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } } }
# | 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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