Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283429.3264 | 1293985.1213 | -10555.7949 | 752272.4664 | 1563708.087 | -811435.6206 |
Total P&L (%) | 1283.4293 | 1293.9851 | -10.5558 | 752.2725 | 1563.7081 | -811.4356 |
Avg Daily Profit (%) | 0.7062 | 0.712 | -0.0058 | 0.118 | 0.1548 | 0 |
Buy And Hold Return (%) | 487.4206 | 487.4206 | 487.4206 | 487.4206 | 487.4206 | 487.4206 |
Max Trade Drawdown | -173280 | -106057 | -135937 | -995119 | -737733 | -1010262 |
Profit Factor | 3.2277 | 5.4172 | 0.9627 | 1.2166 | 1.9522 | 0.557 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 42.623 | 40 | 45.1613 | 42.623 | 40 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.3449 | 8.1258 | 1.169 | 1.6377 | 2.9283 | 0.6763 |
Largest Winning Trade | 783794 | 783794 | 76196 | 1105054 | 1105054 | 263690 |
Largest Losing Trade | -49962 | -44455 | -49962 | -338824 | -302048 | -338824 |
Avg Bars in Trades | 86 | 83 | 88 | 86 | 83 | 88 |
Avg Bars in Winners | 148 | 151 | 145 | 148 | 151 | 145 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 5276 | 2519 | 2757 | 5276 | 2519 | 2757 |
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 | -154049 | 473779 | -581033 | -213484 | 161896 | -582699 |
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 201, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 36, "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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