Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561896.0244 | 566733.9128 | -4837.8884 | -91237.5303 | -377410.3215 | 286172.7912 |
Total P&L (%) | 561.896 | 566.7339 | -4.8379 | -91.2375 | -377.4103 | 286.1728 |
Avg Daily Profit (%) | 0.379 | 0.3823 | -0.0033 | -0.1641 | 0 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253917 | -185867 | -190690 | -1320610 | -1147360 | -504902 |
Profit Factor | 1.5092 | 1.8541 | 0.989 | 0.9734 | 0.8439 | 1.2832 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 44.9367 | 37.9747 | 51.8987 | 44.9367 | 37.9747 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.8493 | 3.0284 | 0.9166 | 1.1927 | 1.3784 | 1.1893 |
Largest Winning Trade | 656482 | 656482 | 40280 | 630012 | 630012 | 302398 |
Largest Losing Trade | -63576 | -46920 | -63576 | -377759 | -377759 | -337714 |
Avg Bars in Trades | 110 | 145 | 75 | 110 | 145 | 75 |
Avg Bars in Winners | 118 | 143 | 99 | 118 | 143 | 99 |
Avg Bars in Losers | 104 | 146 | 48 | 104 | 146 | 48 |
Bars Traded | 17463 | 11511 | 5952 | 17463 | 11511 | 5952 |
Profit Streak | 19.2193 | 0 | 41.636 | 19.2193 | 0 | 41.636 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412522 | -18520 | -606939 | -579693 | -610745 | -97408 |
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 242, "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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