Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334357.7218 | 1298365.9367 | 35991.7851 | 1774886.7538 | 3689553.8505 | -1914667.0967 |
Total P&L (%) | 1334.3577 | 1298.3659 | 35.9918 | 1774.8868 | 3689.5539 | -1914.6671 |
Avg Daily Profit (%) | 0.7346 | 0.7148 | 0.0198 | 0.1615 | 0.2003 | 0 |
Buy And Hold Return (%) | 578.4439 | 578.4439 | 578.4439 | 578.4439 | 578.4439 | 578.4439 |
Max Trade Drawdown | -140264 | -82727 | -79503 | -7579816 | -4514024 | -4121778 |
Profit Factor | 3.5645 | 5.8465 | 1.1426 | 1.1128 | 1.4516 | 0.7467 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 45.9016 | 46.6667 | 45.1613 | 45.9016 | 46.6667 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.201 | 6.6817 | 1.3874 | 1.3116 | 1.659 | 0.9067 |
Largest Winning Trade | 748565 | 748565 | 71605 | 6344719 | 6344719 | 1365343 |
Largest Losing Trade | -50735 | -44290 | -50735 | -2823690 | -2823690 | -1324527 |
Avg Bars in Trades | 57 | 63 | 51 | 57 | 63 | 51 |
Avg Bars in Winners | 83 | 93 | 72 | 83 | 93 | 72 |
Avg Bars in Losers | 35 | 37 | 34 | 35 | 37 | 34 |
Bars Traded | 3502 | 1904 | 1598 | 3502 | 1904 | 1598 |
Profit Streak | 0 | 61.5796 | 0 | 0 | 61.5796 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153088 | 533186 | -397773 | -259336 | 322676 | -582699 |
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "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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