Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1124630.2911 | 1165267.0693 | -40636.7781 | 465651.3321 | 1188488.3819 | -722837.0499 |
Total P&L (%) | 1124.6303 | 1165.2671 | -40.6368 | 465.6513 | 1188.4884 | -722.8371 |
Avg Daily Profit (%) | 0.62 | 0.6424 | -0.0224 | 0.0956 | 0.141 | 0 |
Buy And Hold Return (%) | 541.5337 | 541.5337 | 541.5337 | 541.5337 | 541.5337 | 541.5337 |
Max Trade Drawdown | -164018 | -83315 | -120657 | -1084877 | -886384 | -784748 |
Profit Factor | 2.808 | 5.1382 | 0.8806 | 1.1164 | 1.6244 | 0.6555 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 38.4615 | 37.5 | 39.3939 | 38.4615 | 37.5 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.4929 | 8.5637 | 1.3548 | 1.7862 | 2.7073 | 1.0084 |
Largest Winning Trade | 688052 | 688052 | 79367 | 914106 | 914106 | 353388 |
Largest Losing Trade | -43967 | -39429 | -43967 | -351103 | -351103 | -255964 |
Avg Bars in Trades | 54 | 54 | 53 | 54 | 54 | 53 |
Avg Bars in Winners | 97 | 96 | 99 | 97 | 96 | 99 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 3526 | 1756 | 1770 | 3526 | 1756 | 1770 |
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 | -130155 | 322007 | -583260 | -463335 | -11790 | -583260 |
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "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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