Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696328.1016 | 627208.876 | 69119.2256 | 1123280.5183 | 1061559.459 | 61721.0592 |
Total P&L (%) | 696.3281 | 627.2089 | 69.1192 | 1123.2805 | 1061.5595 | 61.7211 |
Avg Daily Profit (%) | 0.3776 | 0.3401 | 0.0375 | 0.1359 | 0.1331 | 0.0261 |
Buy And Hold Return (%) | 88.222 | 88.222 | 88.222 | 88.222 | 88.222 | 88.222 |
Max Trade Drawdown | -143797 | -116645 | -88485 | -512145 | -257954 | -428893 |
Profit Factor | 2.5385 | 3.7066 | 1.313 | 1.7513 | 2.824 | 1.0676 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 51.7647 | 48.8372 | 54.7619 | 51.7647 | 48.8372 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.3655 | 3.8831 | 1.0846 | 1.6319 | 2.9584 | 0.8819 |
Largest Winning Trade | 469275 | 469275 | 57608 | 460650 | 346330 | 460650 |
Largest Losing Trade | -38193 | -38193 | -36679 | -428893 | -113177 | -428893 |
Avg Bars in Trades | 41 | 37 | 44 | 41 | 37 | 44 |
Avg Bars in Winners | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 3496 | 1632 | 1864 | 3496 | 1632 | 1864 |
Profit Streak | 88.613 | 154.113 | 0 | 88.613 | 154.113 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554750 | 614260 | -307783 | -6866 | -8579 | -471001 |
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{ "first_band": { "type": "ssf", "factors": { "length": 178, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 178, "offset": 0, "poles": 2 } }, "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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