Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350682.6449 | 1243414.6333 | 107268.0116 | 11072314.981 | 10056554.5713 | 1015760.4097 |
Total P&L (%) | 1350.6826 | 1243.4146 | 107.268 | 11072.315 | 10056.5546 | 1015.7604 |
Avg Daily Profit (%) | 0.744 | 0.685 | 0.0591 | 0.2601 | 0.2549 | 0.133 |
Buy And Hold Return (%) | 600.9471 | 600.9471 | 600.9471 | 600.9471 | 600.9471 | 600.9471 |
Max Trade Drawdown | -96254 | -60259 | -62080 | -20822931 | -14275708 | -13180313 |
Profit Factor | 3.3426 | 5.5755 | 1.3519 | 1.1705 | 1.3248 | 1.0299 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 36.2745 | 33.3333 | 39.2157 | 36.2745 | 33.3333 | 39.2157 |
Ratio Avg Win / Avg Loss | 5.8721 | 11.1511 | 2.0954 | 2.0562 | 2.6495 | 1.5963 |
Largest Winning Trade | 653911 | 653911 | 75893 | 12476697 | 12476697 | 9388684 |
Largest Losing Trade | -46524 | -31178 | -46524 | -4409392 | -4409392 | -4046227 |
Avg Bars in Trades | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Winners | 99 | 98 | 100 | 99 | 98 | 100 |
Avg Bars in Losers | 26 | 26 | 25 | 26 | 26 | 25 |
Bars Traded | 5417 | 2598 | 2819 | 5417 | 2598 | 2819 |
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 | 315877 | -172565 | -462534 | -28421 | -176683 | -394851 |
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 5, "offset": 0, "a": 0.72328 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 5, "offset": 0, "a": 0.72328 } } }
# | 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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