Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653511.2592 | 616452.1423 | 37059.1169 | 263930.9481 | 1149025.8763 | -885094.9283 |
Total P&L (%) | 653.5113 | 616.4521 | 37.0591 | 263.9309 | 1149.0259 | -885.0949 |
Avg Daily Profit (%) | 0.3583 | 0.338 | 0.0203 | 0.0708 | 0.1385 | 0 |
Buy And Hold Return (%) | 177.6479 | 177.6479 | 177.6479 | 177.6479 | 177.6479 | 177.6479 |
Max Trade Drawdown | -127080 | -75330 | -119369 | -1325955 | -453787 | -1572552 |
Profit Factor | 2.0613 | 3.172 | 1.1116 | 1.0841 | 1.9676 | 0.546 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 47.561 | 39.0244 | 56.0976 | 47.561 | 39.0244 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.2727 | 4.9562 | 0.87 | 1.1953 | 3.0744 | 0.4273 |
Largest Winning Trade | 264433 | 264433 | 53451 | 897812 | 897812 | 141947 |
Largest Losing Trade | -64179 | -40927 | -64179 | -896255 | -278324 | -896255 |
Avg Bars in Trades | 64 | 71 | 57 | 64 | 71 | 57 |
Avg Bars in Winners | 83 | 106 | 68 | 83 | 106 | 68 |
Avg Bars in Losers | 47 | 49 | 44 | 47 | 49 | 44 |
Bars Traded | 5311 | 2940 | 2371 | 5311 | 2940 | 2371 |
Profit Streak | 0 | 0 | 34.9574 | 0 | 0 | 34.9574 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 38706 | 300707 | -429518 | -250718 | -8539 | -579409 |
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{ "first_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 89, "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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