Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126894.1129 | 954879.388 | 172014.7249 | 26720895.5234 | 17933201.9595 | 8787693.5639 |
Total P&L (%) | 1126.8941 | 954.8794 | 172.0147 | 26720.8955 | 17933.202 | 8787.6936 |
Avg Daily Profit (%) | 0.6183 | 0.5239 | 0.0944 | 0.3073 | 0.2854 | 0.2465 |
Buy And Hold Return (%) | 451.1538 | 451.1538 | 451.1538 | 451.1538 | 451.1538 | 451.1538 |
Max Trade Drawdown | -65684 | -64170 | -65166 | -30081728 | -26688013 | -19629357 |
Profit Factor | 2.3859 | 3.3722 | 1.4189 | 1.2228 | 1.2879 | 1.1525 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Profitability (%) | 36.1111 | 34.127 | 38.0952 | 36.1111 | 34.127 | 38.0952 |
Ratio Avg Win / Avg Loss | 4.2212 | 6.5091 | 2.3058 | 2.1635 | 2.486 | 1.8728 |
Largest Winning Trade | 289122 | 289122 | 52918 | 21468078 | 21468078 | 11702741 |
Largest Losing Trade | -15097 | -15097 | -15029 | -5816359 | -5609234 | -5816359 |
Avg Bars in Trades | 14 | 13 | 15 | 14 | 13 | 15 |
Avg Bars in Winners | 28 | 28 | 29 | 28 | 28 | 29 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 3581 | 1677 | 1904 | 3581 | 1677 | 1904 |
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 | 316184 | 181007 | -235388 | 211435 | 135884 | -47822 |
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{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 2 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 2 } }, "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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