Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1177514.5359 | 974964.5552 | 202549.9807 | 65807536.2125 | 57219058.2241 | 8588477.9884 |
Total P&L (%) | 1177.5145 | 974.9646 | 202.55 | 65807.5362 | 57219.0582 | 8588.478 |
Avg Daily Profit (%) | 0.471 | 0.3899 | 0.081 | 0.2599 | 0.2543 | 0.1787 |
Buy And Hold Return (%) | 844.1897 | 844.1897 | 844.1897 | 844.1897 | 844.1897 | 844.1897 |
Max Trade Drawdown | -122110 | -95177 | -44643 | -14180330 | -10651625 | -5315072 |
Profit Factor | 3.9844 | 5.1791 | 2.256 | 3.0495 | 3.48 | 1.9504 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 54.321 | 52.5 | 56.0976 | 54.321 | 52.5 | 56.0976 |
Ratio Avg Win / Avg Loss | 3.3505 | 4.6859 | 1.7656 | 2.5644 | 3.1486 | 1.5264 |
Largest Winning Trade | 390310 | 390310 | 62827 | 45212258 | 45212258 | 6463594 |
Largest Losing Trade | -48570 | -48570 | -44643 | -10651625 | -10651625 | -3242427 |
Avg Bars in Trades | 117 | 140 | 94 | 117 | 140 | 94 |
Avg Bars in Winners | 135 | 145 | 127 | 135 | 145 | 127 |
Avg Bars in Losers | 94 | 134 | 52 | 94 | 134 | 52 |
Bars Traded | 9484 | 5609 | 3875 | 9484 | 5609 | 3875 |
Profit Streak | 103.5362 | 136.7862 | 103.5362 | 103.5362 | 136.7862 | 103.5362 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40292 | -99073 | -244886 | -383 | 578901 | 466109 |
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "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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