Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1431833.1042 | 1329273.3879 | 102559.7163 | 6663760.5375 | 5179075.4144 | 1484685.123 |
Total P&L (%) | 1431.8331 | 1329.2734 | 102.5597 | 6663.7605 | 5179.0754 | 1484.6851 |
Avg Daily Profit (%) | 0.7863 | 0.73 | 0.0563 | 0.2317 | 0.218 | 0.1518 |
Buy And Hold Return (%) | 419.5999 | 419.5999 | 419.5999 | 419.5999 | 419.5999 | 419.5999 |
Max Trade Drawdown | -149451 | -98377 | -75450 | -10945904 | -8459946 | -6201600 |
Profit Factor | 3.0765 | 4.7844 | 1.3032 | 1.1607 | 1.2396 | 1.0748 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 32.716 | 27.1605 | 38.2716 | 32.716 | 27.1605 | 38.2716 |
Ratio Avg Win / Avg Loss | 6.327 | 12.8308 | 2.1019 | 2.3871 | 3.3243 | 1.7336 |
Largest Winning Trade | 812575 | 812575 | 68520 | 8204472 | 8204472 | 4231414 |
Largest Losing Trade | -30148 | -14381 | -30148 | -1833398 | -1833398 | -1666269 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 49 | 53 | 46 | 49 | 53 | 46 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 3606 | 1724 | 1881 | 3606 | 1724 | 1881 |
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 | 381124 | -14730 | -298516 | -39911 | -22955 | -148363 |
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{ "first_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 80, "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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