Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2054625.0926 | 1995847.1894 | 58777.9032 | 35836281.8805 | 25752043.1676 | 10084238.7129 |
Total P&L (%) | 2054.6251 | 1995.8472 | 58.7779 | 35836.2819 | 25752.0432 | 10084.2387 |
Avg Daily Profit (%) | 0.9089 | 0.8829 | 0.026 | 0.2606 | 0.246 | 0.2047 |
Buy And Hold Return (%) | 8342.9498 | 8342.9498 | 8342.9498 | 8342.9498 | 8342.9498 | 8342.9498 |
Max Trade Drawdown | -147739 | -107425 | -67160 | -19303752 | -11986254 | -12379186 |
Profit Factor | 5.3264 | 10.0304 | 1.2315 | 1.6746 | 1.9421 | 1.3911 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 50 | 48.8372 | 51.1628 | 50 | 48.8372 | 51.1628 |
Ratio Avg Win / Avg Loss | 5.3264 | 10.508 | 1.1755 | 1.6746 | 2.0346 | 1.3278 |
Largest Winning Trade | 1084801 | 1084801 | 47976 | 23027764 | 23027764 | 15269714 |
Largest Losing Trade | -31635 | -31635 | -27750 | -11261001 | -11261001 | -8042750 |
Avg Bars in Trades | 77 | 81 | 72 | 77 | 81 | 72 |
Avg Bars in Winners | 113 | 117 | 109 | 113 | 117 | 109 |
Avg Bars in Losers | 41 | 47 | 35 | 41 | 47 | 35 |
Bars Traded | 6642 | 3504 | 3138 | 6642 | 3504 | 3138 |
Profit Streak | 0 | 158.0844 | 0 | 0 | 158.0844 | 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 | -144253 | -143060 | -324050 | 359940 | 361330 | -91924 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 30, "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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