Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2091126.8488 | 1872501.0292 | 218625.8196 | 13874582.3866 | 3711631.4271 | 10162950.9595 |
Total P&L (%) | 2091.1268 | 1872.501 | 218.6258 | 13874.5824 | 3711.6314 | 10162.951 |
Avg Daily Profit (%) | 0.9043 | 0.8097 | 0.0945 | 0.2138 | 0.1576 | 0.2005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77329 | -103056 | -63994 | -5970853 | -7203009 | -2973480 |
Profit Factor | 4.7693 | 7.2 | 1.865 | 1.4523 | 1.1895 | 1.9164 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 48.6842 | 42.1053 | 55.2632 | 48.6842 | 42.1053 | 55.2632 |
Ratio Avg Win / Avg Loss | 5.0271 | 9.9 | 1.5097 | 1.5308 | 1.6356 | 1.5514 |
Largest Winning Trade | 1461579 | 1461579 | 82584 | 5207411 | 5207411 | 4741874 |
Largest Losing Trade | -41908 | -35322 | -41908 | -2901700 | -2901700 | -1420749 |
Avg Bars in Trades | 59 | 48 | 71 | 59 | 48 | 71 |
Avg Bars in Winners | 86 | 83 | 88 | 86 | 83 | 88 |
Avg Bars in Losers | 34 | 22 | 49 | 34 | 22 | 49 |
Bars Traded | 4539 | 1830 | 2709 | 4539 | 1830 | 2709 |
Profit Streak | 0 | 0 | 42.1218 | 0 | 0 | 42.1218 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33407 | 671239 | -61093 | -44007 | -6342 | 496778 |
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 2 } }, "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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