Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2335516.9208 | 2181489.7953 | 154027.1254 | 1993564.1259 | -1722492.447 | 3716056.5729 |
Total P&L (%) | 2335.5169 | 2181.4898 | 154.0271 | 1993.5641 | -1722.4924 | 3716.0566 |
Avg Daily Profit (%) | 1.0089 | 0.9423 | 0.0665 | 0.1315 | 0 | 0.1574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197014 | -151631 | -75999 | -13313447 | -14969654 | -4564690 |
Profit Factor | 4.5195 | 6.3623 | 1.5999 | 1.0539 | 0.9309 | 1.3085 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 47.8873 | 38.8889 | 57.1429 | 47.8873 | 38.8889 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.9183 | 9.9978 | 1.1999 | 1.1469 | 1.4628 | 0.9814 |
Largest Winning Trade | 1971430 | 1971430 | 65105 | 8322502 | 8322502 | 5721341 |
Largest Losing Trade | -58195 | -39947 | -58195 | -5796118 | -5796118 | -2969397 |
Avg Bars in Trades | 127 | 123 | 132 | 127 | 123 | 132 |
Avg Bars in Winners | 170 | 185 | 159 | 170 | 185 | 159 |
Avg Bars in Losers | 88 | 84 | 94 | 88 | 84 | 94 |
Bars Traded | 9069 | 4448 | 4621 | 9069 | 4448 | 4621 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71309 | 629808 | -101261 | -270390 | -583434 | 254146 |
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } } }
# | 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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