Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431751.3312 | 1343510.8984 | 88240.4328 | 5547749.6152 | 3995409.8614 | 1552339.7538 |
Total P&L (%) | 1431.7513 | 1343.5109 | 88.2404 | 5547.7496 | 3995.4099 | 1552.3398 |
Avg Daily Profit (%) | 0.7865 | 0.738 | 0.0485 | 0.2218 | 0.2041 | 0.1542 |
Buy And Hold Return (%) | 430.1756 | 430.1756 | 430.1756 | 430.1756 | 430.1756 | 430.1756 |
Max Trade Drawdown | -162280 | -92031 | -90569 | -11606484 | -9360241 | -6859516 |
Profit Factor | 2.9939 | 4.7594 | 1.2446 | 1.1413 | 1.2015 | 1.0799 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 30.8989 | 26.9663 | 34.8315 | 30.8989 | 26.9663 | 34.8315 |
Ratio Avg Win / Avg Loss | 6.6954 | 12.89 | 2.3287 | 2.5523 | 3.2541 | 2.0204 |
Largest Winning Trade | 812575 | 812575 | 67386 | 7733130 | 7733130 | 4128303 |
Largest Losing Trade | -27749 | -16694 | -27749 | -1886635 | -1886635 | -1342923 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 44 | 45 | 44 | 44 | 45 | 44 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 3579 | 1714 | 1865 | 3579 | 1714 | 1865 |
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 | 350315 | -3934 | -299038 | -61992 | -12520 | -132437 |
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{ "first_band": { "type": "ssf", "factors": { "length": 74, "offset": 0, "poles": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 74, "offset": 0, "poles": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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