Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993949.1898 | 860973.1933 | 132975.9966 | 10465030.4032 | 3426369.1316 | 7038661.2716 |
Total P&L (%) | 993.9492 | 860.9732 | 132.976 | 10465.0304 | 3426.3691 | 7038.6613 |
Avg Daily Profit (%) | 0.3966 | 0.3435 | 0.0531 | 0.1861 | 0.1423 | 0.1704 |
Buy And Hold Return (%) | 421.7489 | 421.7489 | 421.7489 | 421.7489 | 421.7489 | 421.7489 |
Max Trade Drawdown | -104452 | -49271 | -85856 | -5455059 | -4495355 | -2122140 |
Profit Factor | 2.8336 | 4.5148 | 1.4476 | 1.619 | 1.3145 | 2.1709 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 45.3608 | 46.9388 | 43.75 | 45.3608 | 46.9388 | 43.75 |
Ratio Avg Win / Avg Loss | 3.4132 | 5.1037 | 1.8612 | 1.9502 | 1.486 | 2.7912 |
Largest Winning Trade | 412373 | 412373 | 57759 | 3863061 | 3658369 | 3863061 |
Largest Losing Trade | -35259 | -33130 | -35259 | -1817112 | -1817112 | -962803 |
Avg Bars in Trades | 76 | 71 | 81 | 76 | 71 | 81 |
Avg Bars in Winners | 118 | 111 | 125 | 118 | 111 | 125 |
Avg Bars in Losers | 41 | 36 | 46 | 41 | 36 | 46 |
Bars Traded | 7414 | 3516 | 3898 | 7414 | 3516 | 3898 |
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 | 326539 | 323881 | -288087 | 339779 | -3638 | 344638 |
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{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.65692 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.65692 } } }
# | 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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