Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875167.7665 | 784466.2295 | 90701.537 | 5952474.1111 | 5089818.5119 | 862655.5992 |
Total P&L (%) | 875.1678 | 784.4662 | 90.7015 | 5952.4741 | 5089.8185 | 862.6556 |
Avg Daily Profit (%) | 0.35 | 0.3138 | 0.0363 | 0.1642 | 0.1581 | 0.0906 |
Buy And Hold Return (%) | 722.9868 | 722.9868 | 722.9868 | 722.9868 | 722.9868 | 722.9868 |
Max Trade Drawdown | -211483 | -143497 | -78528 | -2308086 | -1385807 | -976839 |
Profit Factor | 2.4417 | 3.0399 | 1.4076 | 2.2785 | 2.7065 | 1.5156 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 50.8929 | 48.2143 | 53.5714 | 50.8929 | 48.2143 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.356 | 3.2651 | 1.22 | 2.1986 | 2.9069 | 1.3135 |
Largest Winning Trade | 313344 | 313344 | 57337 | 2219969 | 2219969 | 720187 |
Largest Losing Trade | -35173 | -35173 | -28397 | -694418 | -694418 | -544724 |
Avg Bars in Trades | 86 | 109 | 63 | 86 | 109 | 63 |
Avg Bars in Winners | 113 | 148 | 81 | 113 | 148 | 81 |
Avg Bars in Losers | 58 | 72 | 43 | 58 | 72 | 43 |
Bars Traded | 9676 | 6114 | 3562 | 9676 | 6114 | 3562 |
Profit Streak | 96.7068 | 128.9568 | 96.7068 | 96.7068 | 128.9568 | 96.7068 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84947 | -304687 | -488505 | 483907 | -167339 | -354880 |
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "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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