Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1704165.1759 | 1633400.8091 | 70764.3668 | 3057331.9155 | -129757.926 | 3187089.8415 |
Total P&L (%) | 1704.1652 | 1633.4008 | 70.7644 | 3057.3319 | -129.7579 | 3187.0898 |
Avg Daily Profit (%) | 0.9101 | 0.8723 | 0.0378 | 0.1845 | 0 | 0.1867 |
Buy And Hold Return (%) | 581.5381 | 581.5381 | 581.5381 | 581.5381 | 581.5381 | 581.5381 |
Max Trade Drawdown | -156354 | -120428 | -86435 | -5312884 | -4165408 | -1890786 |
Profit Factor | 3.7976 | 6.5608 | 1.2244 | 1.203 | 0.9852 | 1.5043 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 50 | 46 | 54 | 50 | 46 | 54 |
Ratio Avg Win / Avg Loss | 3.7976 | 7.7018 | 1.043 | 1.203 | 1.1565 | 1.2815 |
Largest Winning Trade | 886906 | 886906 | 58330 | 2333521 | 2333521 | 1331110 |
Largest Losing Trade | -52718 | -38070 | -52718 | -1912761 | -1912761 | -952717 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 48 | 57 | 41 | 48 | 57 | 41 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 3629 | 1977 | 1652 | 3629 | 1977 | 1652 |
Profit Streak | 0 | 105.076 | 0 | 0 | 105.076 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 621651 | -162177 | -488111 | 234034 | -759764 | -171293 |
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 49, "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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