Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2389736.42 | 2246626.4675 | 143109.9525 | 16035849.8997 | 8095325.3627 | 7940524.5371 |
Total P&L (%) | 2389.7364 | 2246.6265 | 143.11 | 16035.8499 | 8095.3254 | 7940.5245 |
Avg Daily Profit (%) | 1.2682 | 1.1923 | 0.0759 | 0.2701 | 0.2341 | 0.2331 |
Buy And Hold Return (%) | 284.268 | 284.268 | 284.268 | 284.268 | 284.268 | 284.268 |
Max Trade Drawdown | -91143 | -94097 | -69721 | -18423990 | -15871582 | -10014141 |
Profit Factor | 5.6149 | 8.9404 | 1.6092 | 1.2018 | 1.1869 | 1.2198 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 41.4634 | 31.7073 | 51.2195 | 41.4634 | 31.7073 | 51.2195 |
Ratio Avg Win / Avg Loss | 7.9269 | 19.2563 | 1.5326 | 1.6967 | 2.5563 | 1.1617 |
Largest Winning Trade | 1594997 | 1594997 | 60127 | 16490678 | 16490678 | 7481293 |
Largest Losing Trade | -35427 | -27259 | -35427 | -6850741 | -5348036 | -6850741 |
Avg Bars in Trades | 66 | 58 | 74 | 66 | 58 | 74 |
Avg Bars in Winners | 114 | 118 | 111 | 114 | 118 | 111 |
Avg Bars in Losers | 33 | 30 | 36 | 33 | 30 | 36 |
Bars Traded | 5465 | 2391 | 3073 | 5465 | 2391 | 3073 |
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 | 349952 | 538439 | -254081 | -2864 | -12602 | 291888 |
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.69165 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 10, "offset": 0, "a": 0.69165 } } }
# | 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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