Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1980646.4771 | 1786421.6004 | 194224.8767 | 9924630.8528 | 3251964.3816 | 6672666.4711 |
Total P&L (%) | 1980.6465 | 1786.4216 | 194.2249 | 9924.6309 | 3251.9644 | 6672.6665 |
Avg Daily Profit (%) | 0.8528 | 0.7692 | 0.0836 | 0.1986 | 0.1513 | 0.1817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86068 | -111698 | -83376 | -3392212 | -4810275 | -1335689 |
Profit Factor | 4.5347 | 6.6373 | 1.7978 | 1.6002 | 1.2971 | 2.1937 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 50 | 41.4634 | 58.5366 | 50 | 41.4634 | 58.5366 |
Ratio Avg Win / Avg Loss | 4.5347 | 9.3703 | 1.2735 | 1.6002 | 1.8312 | 1.5539 |
Largest Winning Trade | 1385138 | 1385138 | 80536 | 3168685 | 3168685 | 2955409 |
Largest Losing Trade | -50145 | -35332 | -50145 | -1750380 | -1750380 | -826741 |
Avg Bars in Trades | 54 | 46 | 62 | 54 | 46 | 62 |
Avg Bars in Winners | 77 | 77 | 76 | 77 | 77 | 76 |
Avg Bars in Losers | 32 | 24 | 43 | 32 | 24 | 43 |
Bars Traded | 4481 | 1900 | 2581 | 4481 | 1900 | 2581 |
Profit Streak | 23.8593 | 40.8593 | 23.8593 | 23.8593 | 40.8593 | 23.8593 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480705 | 688830 | -77316 | 134702 | 234088 | 494726 |
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "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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