Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1941956.8807 | 1957079.8766 | -15122.9959 | 173289.6009 | 113792.5824 | 59497.0185 |
Total P&L (%) | 1941.9569 | 1957.0799 | -15.123 | 173.2896 | 113.7926 | 59.497 |
Avg Daily Profit (%) | 0.8759 | 0.8828 | -0.0068 | 0.0454 | 0.0343 | 0.0211 |
Buy And Hold Return (%) | 801.7065 | 801.7065 | 801.7065 | 801.7065 | 801.7065 | 801.7065 |
Max Trade Drawdown | -201569 | -140104 | -104721 | -2205208 | -1916554 | -1046930 |
Profit Factor | 3.0152 | 4.587 | 0.9638 | 1.0288 | 1.0321 | 1.024 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Losing Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Profitability (%) | 47.4026 | 53.2468 | 41.5584 | 47.4026 | 53.2468 | 41.5584 |
Ratio Avg Win / Avg Loss | 3.3456 | 4.0276 | 1.3554 | 1.1415 | 0.9062 | 1.4401 |
Largest Winning Trade | 1899928 | 1899928 | 31435 | 939817 | 939817 | 456245 |
Largest Losing Trade | -44954 | -44954 | -27303 | -734766 | -734766 | -450731 |
Avg Bars in Trades | 41 | 59 | 23 | 41 | 59 | 23 |
Avg Bars in Winners | 48 | 59 | 33 | 48 | 59 | 33 |
Avg Bars in Losers | 36 | 60 | 16 | 36 | 60 | 16 |
Bars Traded | 6447 | 4618 | 1829 | 6447 | 4618 | 1829 |
Profit Streak | 32.8924 | 35.5591 | 0 | 32.8924 | 35.5591 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549192 | -24212 | -624074 | -486625 | -540753 | -569542 |
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 89, "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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