Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2712331.8808 | 2611484.4125 | 100847.4684 | 81893419.8821 | 54215220.5006 | 27678199.3815 |
Total P&L (%) | 2712.3319 | 2611.4844 | 100.8475 | 81893.4199 | 54215.2205 | 27678.1994 |
Avg Daily Profit (%) | 1.1945 | 1.1501 | 0.0444 | 0.2959 | 0.2777 | 0.2481 |
Buy And Hold Return (%) | 9943.3831 | 9943.3831 | 9943.3831 | 9943.3831 | 9943.3831 | 9943.3831 |
Max Trade Drawdown | -85596 | -98716 | -33120 | -43663522 | -41772750 | -4637840 |
Profit Factor | 8.4575 | 11.2863 | 1.9183 | 2.0288 | 1.8341 | 2.8957 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 59.4937 | 64.1026 | 55 | 59.4937 | 64.1026 | 55 |
Ratio Avg Win / Avg Loss | 5.7583 | 6.3203 | 1.5695 | 1.3813 | 1.0271 | 2.3692 |
Largest Winning Trade | 1779918 | 1779918 | 27536 | 55278087 | 55278087 | 15577475 |
Largest Losing Trade | -41925 | -41925 | -23204 | -22777281 | -22777281 | -4072835 |
Avg Bars in Trades | 83 | 123 | 45 | 83 | 123 | 45 |
Avg Bars in Winners | 95 | 126 | 60 | 95 | 126 | 60 |
Avg Bars in Losers | 66 | 117 | 26 | 66 | 117 | 26 |
Bars Traded | 6604 | 4801 | 1803 | 6604 | 4801 | 1803 |
Profit Streak | 0 | 110.2746 | 0 | 0 | 110.2746 | 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 | -173510 | -140577 | -295047 | -18166 | 476691 | 408618 |
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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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