Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089974.2378 | 857298.485 | 232675.7529 | 111774076.4183 | 129434302.9346 | -17660226.5163 |
Total P&L (%) | 1089.9742 | 857.2985 | 232.6758 | 111774.0764 | 129434.3029 | -17660.2265 |
Avg Daily Profit (%) | 0.4353 | 0.3423 | 0.0929 | 0.2807 | 0.2866 | 0 |
Buy And Hold Return (%) | 837.1024 | 837.1024 | 837.1024 | 837.1024 | 837.1024 | 837.1024 |
Max Trade Drawdown | -65038 | -36175 | -72861 | -63236941 | -19735671 | -65319597 |
Profit Factor | 4.4259 | 6.538 | 2.4244 | 1.8853 | 3.5749 | 0.7676 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 59.0909 | 61.3636 | 56.8182 | 59.0909 | 61.3636 | 56.8182 |
Ratio Avg Win / Avg Loss | 3.0641 | 4.1165 | 1.8425 | 1.3052 | 2.2508 | 0.5834 |
Largest Winning Trade | 308074 | 308074 | 42897 | 100075396 | 100075396 | 13142625 |
Largest Losing Trade | -37382 | -24216 | -37382 | -49553456 | -10158303 | -49553456 |
Avg Bars in Trades | 109 | 134 | 83 | 109 | 134 | 83 |
Avg Bars in Winners | 130 | 152 | 106 | 130 | 152 | 106 |
Avg Bars in Losers | 78 | 106 | 53 | 78 | 106 | 53 |
Bars Traded | 9600 | 5918 | 3682 | 9600 | 5918 | 3682 |
Profit Streak | 139.707 | 139.707 | 144.707 | 139.707 | 139.707 | 144.707 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51610 | -138387 | -228178 | 502556 | 634672 | -578873 |
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "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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