Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2860483.045 | 2703386.7561 | 157096.2889 | 30605021.3793 | 25281703.8179 | 5323317.5613 |
Total P&L (%) | 2860.483 | 2703.3868 | 157.0963 | 30605.0214 | 25281.7038 | 5323.3176 |
Avg Daily Profit (%) | 1.2936 | 1.2225 | 0.071 | 0.2593 | 0.2507 | 0.1807 |
Buy And Hold Return (%) | 476.8725 | 476.8725 | 476.8725 | 476.8725 | 476.8725 | 476.8725 |
Max Trade Drawdown | -160089 | -69221 | -125494 | -85266494 | -22861728 | -71851564 |
Profit Factor | 6.2352 | 11.5746 | 1.5403 | 1.18 | 1.3646 | 1.0529 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 47.619 | 50 | 45.2381 | 47.619 | 50 | 45.2381 |
Ratio Avg Win / Avg Loss | 6.8587 | 11.5746 | 1.8646 | 1.298 | 1.3646 | 1.2745 |
Largest Winning Trade | 2351133 | 2351133 | 47323 | 27723373 | 27723373 | 22993568 |
Largest Losing Trade | -36003 | -36003 | -29919 | -20322877 | -10310508 | -20322877 |
Avg Bars in Trades | 77 | 76 | 78 | 77 | 76 | 78 |
Avg Bars in Winners | 119 | 115 | 124 | 119 | 115 | 124 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 6514 | 3207 | 3307 | 6514 | 3207 | 3307 |
Profit Streak | 0 | 175.6655 | 0 | 0 | 175.6655 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 747128 | 812613 | -263006 | -14712 | 372539 | -156316 |
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.78644 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.78644 } } }
# | 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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