Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2693069.5086 | 2612627.6662 | 80441.8424 | 48089488.1916 | 28496231.3599 | 19593256.8317 |
Total P&L (%) | 2693.0695 | 2612.6277 | 80.4418 | 48089.4882 | 28496.2314 | 19593.2568 |
Avg Daily Profit (%) | 1.1879 | 1.1525 | 0.0355 | 0.2729 | 0.2498 | 0.2333 |
Buy And Hold Return (%) | 11297.5864 | 11297.5864 | 11297.5864 | 11297.5864 | 11297.5864 | 11297.5864 |
Max Trade Drawdown | -140378 | -111090 | -31737 | -21178851 | -21278711 | -2730117 |
Profit Factor | 8.897 | 12.409 | 1.7181 | 2.1375 | 1.7866 | 4.2384 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50 | 51.7241 | 48.2759 | 50 | 51.7241 | 48.2759 |
Ratio Avg Win / Avg Loss | 8.897 | 11.5817 | 1.8408 | 2.1375 | 1.6675 | 4.5412 |
Largest Winning Trade | 1699822 | 1699822 | 26800 | 31622113 | 31622113 | 5556606 |
Largest Losing Trade | -46780 | -46780 | -21678 | -14964220 | -14964220 | -2286600 |
Avg Bars in Trades | 111 | 166 | 57 | 111 | 166 | 57 |
Avg Bars in Winners | 128 | 174 | 80 | 128 | 174 | 80 |
Avg Bars in Losers | 94 | 157 | 35 | 94 | 157 | 35 |
Bars Traded | 6471 | 4817 | 1654 | 6471 | 4817 | 1654 |
Profit Streak | 111.1165 | 111.1165 | 385.7831 | 111.1165 | 111.1165 | 385.7831 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321819 | -142651 | -307362 | -167340 | 339928 | 271880 |
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{ "first_band": { "type": "ssf", "factors": { "length": 216, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 173, "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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