Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239871.0707 | 208419.328 | 31451.7428 | 181637.3495 | 288377.5432 | -106740.1937 |
Total P&L (%) | 239.8711 | 208.4193 | 31.4517 | 181.6373 | 288.3775 | -106.7402 |
Avg Daily Profit (%) | 0.2303 | 0.2001 | 0.0302 | 0.0995 | 0.1303 | 0 |
Buy And Hold Return (%) | 41.2935 | 41.2935 | 41.2935 | 41.2935 | 41.2935 | 41.2935 |
Max Trade Drawdown | -69829 | -63904 | -113543 | -319305 | -199143 | -452700 |
Profit Factor | 1.1511 | 1.2942 | 1.0358 | 1.037 | 1.1319 | 0.9608 |
Total Trades | 1051 | 525 | 526 | 1051 | 525 | 526 |
Winning Trades | 486 | 225 | 261 | 486 | 225 | 261 |
Losing Trades | 565 | 300 | 265 | 565 | 300 | 265 |
Profitability (%) | 46.2417 | 42.8571 | 49.6198 | 46.2417 | 42.8571 | 49.6198 |
Ratio Avg Win / Avg Loss | 1.3382 | 1.7256 | 1.0517 | 1.2055 | 1.5092 | 0.9756 |
Largest Winning Trade | 78653 | 78653 | 26531 | 123714 | 123714 | 74389 |
Largest Losing Trade | -18073 | -10695 | -18073 | -59503 | -46767 | -59503 |
Avg Bars in Trades | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Winners | 29 | 27 | 32 | 29 | 27 | 32 |
Avg Bars in Losers | 18 | 16 | 21 | 18 | 16 | 21 |
Bars Traded | 24930 | 10929 | 14001 | 24930 | 10929 | 14001 |
Profit Streak | 6.116 | 6.116 | 10.116 | 6.116 | 6.116 | 10.116 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40898 | 300080 | -495575 | -235610 | -92534 | -576873 |
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{ "first_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 77, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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