Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018664.0992 | 811950.3111 | 206713.7882 | 51541695.4055 | 38500090.9802 | 13041604.4253 |
Total P&L (%) | 1018.6641 | 811.9503 | 206.7138 | 51541.6954 | 38500.091 | 13041.6044 |
Avg Daily Profit (%) | 0.4074 | 0.3247 | 0.0827 | 0.2502 | 0.2385 | 0.1953 |
Buy And Hold Return (%) | 760.3549 | 760.3549 | 760.3549 | 760.3549 | 760.3549 | 760.3549 |
Max Trade Drawdown | -98186 | -83683 | -42939 | -3655458 | -2531508 | -1530772 |
Profit Factor | 3.4497 | 4.228 | 2.2581 | 5.8722 | 6.6651 | 4.4477 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 56.7901 | 52.5 | 60.9756 | 56.7901 | 52.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 2.6247 | 3.8253 | 1.4452 | 4.468 | 6.0303 | 2.8465 |
Largest Winning Trade | 195266 | 195266 | 60592 | 16068953 | 16068953 | 7958680 |
Largest Losing Trade | -49695 | -49695 | -42939 | -1616706 | -1616706 | -1255079 |
Avg Bars in Trades | 113 | 134 | 91 | 113 | 134 | 91 |
Avg Bars in Winners | 133 | 134 | 133 | 133 | 134 | 133 |
Avg Bars in Losers | 85 | 135 | 27 | 85 | 135 | 27 |
Bars Traded | 9154 | 5391 | 3763 | 9154 | 5391 | 3763 |
Profit Streak | 133.1498 | 133.1498 | 287.1498 | 133.1498 | 133.1498 | 287.1498 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57724 | -127413 | -242353 | 102773 | 641372 | 655004 |
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 235, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 235, "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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