Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2100782.7977 | 1998231.7494 | 102551.0482 | 728917.8337 | 3672624.3732 | -2943706.5395 |
Total P&L (%) | 2100.7828 | 1998.2317 | 102.551 | 728.9178 | 3672.6244 | -2943.7065 |
Avg Daily Profit (%) | 0.9098 | 0.8654 | 0.0444 | 0.0916 | 0.1574 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187800 | -123396 | -148549 | -7218303 | -3929148 | -4387728 |
Profit Factor | 3.7025 | 5.3056 | 1.3274 | 1.054 | 1.5003 | 0.5214 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 38.5417 | 33.3333 | 43.75 | 38.5417 | 33.3333 | 43.75 |
Ratio Avg Win / Avg Loss | 5.904 | 10.6111 | 1.7066 | 1.6807 | 3.0005 | 0.6704 |
Largest Winning Trade | 1770010 | 1770010 | 66499 | 7399124 | 7399124 | 558122 |
Largest Losing Trade | -55284 | -55284 | -52334 | -2924704 | -2924704 | -2526838 |
Avg Bars in Trades | 70 | 73 | 67 | 70 | 73 | 67 |
Avg Bars in Winners | 109 | 116 | 104 | 109 | 116 | 104 |
Avg Bars in Losers | 45 | 52 | 38 | 45 | 52 | 38 |
Bars Traded | 6776 | 3534 | 3242 | 6776 | 3534 | 3242 |
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 | 572565 | 534564 | -134567 | -234393 | 133172 | -583119 |
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{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 63, "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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