Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234328.0712 | 986219.3304 | 248108.7408 | 169722380.0828 | 139696076.161 | 30026303.9218 |
Total P&L (%) | 1234.3281 | 986.2193 | 248.1087 | 169722.3801 | 139696.0762 | 30026.3039 |
Avg Daily Profit (%) | 0.4939 | 0.3946 | 0.0993 | 0.298 | 0.2902 | 0.2287 |
Buy And Hold Return (%) | 543.5026 | 543.5026 | 543.5026 | 543.5026 | 543.5026 | 543.5026 |
Max Trade Drawdown | -56734 | -44293 | -36069 | -41177713 | -35048240 | -11243088 |
Profit Factor | 3.3371 | 4.4216 | 2.0341 | 2.6805 | 3.2271 | 1.7846 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 56.6667 | 53.3333 | 60 | 56.6667 | 53.3333 | 60 |
Ratio Avg Win / Avg Loss | 2.5519 | 3.8689 | 1.3561 | 2.0498 | 2.8237 | 1.1898 |
Largest Winning Trade | 347531 | 347531 | 43672 | 70567574 | 70567574 | 17371818 |
Largest Losing Trade | -33473 | -33473 | -26894 | -17552219 | -17552219 | -8977573 |
Avg Bars in Trades | 123 | 130 | 116 | 123 | 130 | 116 |
Avg Bars in Winners | 148 | 158 | 138 | 148 | 158 | 138 |
Avg Bars in Losers | 91 | 99 | 82 | 91 | 99 | 82 |
Bars Traded | 14809 | 7838 | 6971 | 14809 | 7838 | 6971 |
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 | 469119 | -159801 | -391345 | 546187 | -153770 | -157327 |
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 51, "offset": 0, "a": 0.06124 } } }
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# | 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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