Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425472.2764 | 571035.7552 | -145563.4788 | -83841.2215 | 69587.4913 | -153428.7128 |
Total P&L (%) | 425.4723 | 571.0358 | -145.5635 | -83.8412 | 69.5875 | -153.4287 |
Avg Daily Profit (%) | 0.2304 | 0.3093 | -0.0788 | -0.0987 | 0.0286 | 0 |
Buy And Hold Return (%) | 66.9916 | 66.9916 | 66.9916 | 66.9916 | 66.9916 | 66.9916 |
Max Trade Drawdown | -144883 | -86904 | -152316 | -110280 | -52143 | -98247 |
Profit Factor | 1.5083 | 2.904 | 0.729 | 0.7765 | 1.6017 | 0.4087 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 45.7143 | 51.4286 | 40 | 45.7143 | 51.4286 | 40 |
Ratio Avg Win / Avg Loss | 1.791 | 2.7427 | 1.0936 | 0.9221 | 1.5127 | 0.6131 |
Largest Winning Trade | 362839 | 362839 | 72537 | 91650 | 91650 | 26812 |
Largest Losing Trade | -64936 | -37850 | -64936 | -68370 | -30758 | -68370 |
Avg Bars in Trades | 103 | 103 | 102 | 103 | 103 | 102 |
Avg Bars in Winners | 158 | 145 | 174 | 158 | 145 | 174 |
Avg Bars in Losers | 56 | 59 | 54 | 56 | 59 | 54 |
Bars Traded | 7214 | 3630 | 3584 | 7214 | 3630 | 3584 |
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 | -90528 | 528909 | -583009 | -681222 | -305176 | -584676 |
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 2 } } }
# | 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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