Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624596.6086 | 358523.1705 | 266073.4382 | 4945742.1227 | 4027709.4758 | 918032.6469 |
Total P&L (%) | 624.5966 | 358.5232 | 266.0734 | 4945.7421 | 4027.7095 | 918.0326 |
Avg Daily Profit (%) | 0.3698 | 0.2123 | 0.1575 | 0.2324 | 0.2205 | 0.1375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84011 | -91619 | -57125 | -2601187 | -785669 | -2336275 |
Profit Factor | 1.5231 | 1.6112 | 1.438 | 1.4533 | 1.8537 | 1.1482 |
Total Trades | 577 | 288 | 289 | 577 | 288 | 289 |
Winning Trades | 195 | 93 | 102 | 195 | 93 | 102 |
Losing Trades | 382 | 195 | 187 | 382 | 195 | 187 |
Profitability (%) | 33.7955 | 32.2917 | 35.2941 | 33.7955 | 32.2917 | 35.2941 |
Ratio Avg Win / Avg Loss | 2.9838 | 3.3784 | 2.6364 | 2.8469 | 3.8868 | 2.1051 |
Largest Winning Trade | 72393 | 72393 | 53200 | 2004680 | 2004680 | 1643725 |
Largest Losing Trade | -19025 | -12889 | -19025 | -714021 | -384797 | -714021 |
Avg Bars in Trades | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 5047 | 2399 | 2648 | 5047 | 2399 | 2648 |
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 | 325379 | 184244 | 173215 | 267738 | 218626 | -69938 |
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{ "first_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 31, "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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