Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259635.0532 | 1191197.4873 | 68437.5659 | 30486876.3522 | 27071887.789 | 3414988.5631 |
Total P&L (%) | 1259.6351 | 1191.1975 | 68.4376 | 30486.8764 | 27071.8878 | 3414.9886 |
Avg Daily Profit (%) | 0.6776 | 0.6408 | 0.0368 | 0.3084 | 0.302 | 0.1917 |
Buy And Hold Return (%) | 6941.5555 | 6941.5555 | 6941.5555 | 6941.5555 | 6941.5555 | 6941.5555 |
Max Trade Drawdown | -178986 | -151885 | -102800 | -5399386 | -3839057 | -5407053 |
Profit Factor | 2.8514 | 4.9516 | 1.1806 | 1.9203 | 3.3807 | 1.157 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 47.0588 | 44.0678 | 50 | 47.0588 | 44.0678 | 50 |
Ratio Avg Win / Avg Loss | 3.2078 | 6.2847 | 1.1806 | 2.1603 | 4.2909 | 1.157 |
Largest Winning Trade | 401747 | 401747 | 68151 | 8116566 | 4615838 | 8116566 |
Largest Losing Trade | -37509 | -24354 | -37509 | -3358826 | -2040559 | -3358826 |
Avg Bars in Trades | 90 | 93 | 88 | 90 | 93 | 88 |
Avg Bars in Winners | 141 | 154 | 130 | 141 | 154 | 130 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 10811 | 5515 | 5296 | 10811 | 5515 | 5296 |
Profit Streak | 0 | 165.0843 | 0 | 0 | 165.0843 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149042 | -323846 | -500534 | 356708 | -164570 | -374856 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "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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