Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1263008.6785 | 1187635.9252 | 75372.7534 | 2794985.0796 | 764760.0527 | 2030225.0269 |
Total P&L (%) | 1263.0087 | 1187.6359 | 75.3728 | 2794.9851 | 764.7601 | 2030.225 |
Avg Daily Profit (%) | 0.6764 | 0.636 | 0.0404 | 0.1804 | 0.1156 | 0.1639 |
Buy And Hold Return (%) | 431.9846 | 431.9846 | 431.9846 | 431.9846 | 431.9846 | 431.9846 |
Max Trade Drawdown | -118289 | -102183 | -117608 | -4188801 | -3757622 | -2096832 |
Profit Factor | 2.6247 | 3.847 | 1.2092 | 1.1257 | 1.0592 | 1.2183 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 50.3185 | 45.5696 | 55.1282 | 50.3185 | 45.5696 | 55.1282 |
Ratio Avg Win / Avg Loss | 2.5915 | 4.595 | 0.9843 | 1.1115 | 1.2651 | 0.9916 |
Largest Winning Trade | 557343 | 557343 | 56775 | 4125737 | 4125737 | 1966017 |
Largest Losing Trade | -46411 | -31476 | -46411 | -1359370 | -1034648 | -1359370 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 58 | 50 | 65 | 58 | 50 | 65 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 7344 | 3249 | 4095 | 7344 | 3249 | 4095 |
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 | 532815 | -13301 | -340693 | -73834 | -230818 | -29746 |
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{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 165, "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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