Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1828500.6714 | 1735972.9688 | 92527.7026 | 53705770.7277 | 49868035.7757 | 3837734.952 |
Total P&L (%) | 1828.5007 | 1735.973 | 92.5277 | 53705.7707 | 49868.0358 | 3837.735 |
Avg Daily Profit (%) | 0.9857 | 0.9358 | 0.0499 | 0.3395 | 0.3355 | 0.1982 |
Buy And Hold Return (%) | 6329.9032 | 6329.9032 | 6329.9032 | 6329.9032 | 6329.9032 | 6329.9032 |
Max Trade Drawdown | -117292 | -99793 | -63734 | -29560706 | -17120510 | -16750381 |
Profit Factor | 5.7354 | 10.6625 | 1.4481 | 1.7754 | 2.7469 | 1.0943 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 54.0984 | 56.6667 | 51.6129 | 54.0984 | 56.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.8664 | 8.1537 | 1.3576 | 1.5064 | 2.1006 | 1.0259 |
Largest Winning Trade | 872410 | 872410 | 63215 | 15648277 | 15648277 | 13573592 |
Largest Losing Trade | -50435 | -50435 | -43706 | -16750381 | -12810325 | -16750381 |
Avg Bars in Trades | 88 | 96 | 80 | 88 | 96 | 80 |
Avg Bars in Winners | 122 | 132 | 110 | 122 | 132 | 110 |
Avg Bars in Losers | 47 | 48 | 47 | 47 | 48 | 47 |
Bars Traded | 5375 | 2893 | 2482 | 5375 | 2893 | 2482 |
Profit Streak | 0 | 155.9895 | 0 | 0 | 155.9895 | 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 | -309584 | -142184 | -290919 | -152871 | 583878 | -274438 |
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{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 29, "offset": 0, "a": 0.76751 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 155, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 29, "offset": 0, "a": 0.76751 } } }
# | 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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