Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1080392.9209 | 877132.3313 | 203260.5896 | 69789733.7763 | 68039879.1749 | 1749854.6014 |
Total P&L (%) | 1080.3929 | 877.1323 | 203.2606 | 69789.7338 | 68039.8792 | 1749.8546 |
Avg Daily Profit (%) | 0.4321 | 0.3508 | 0.0813 | 0.2623 | 0.2613 | 0.1168 |
Buy And Hold Return (%) | 823.8873 | 823.8873 | 823.8873 | 823.8873 | 823.8873 | 823.8873 |
Max Trade Drawdown | -50163 | -29400 | -46766 | -16448304 | -10204423 | -6243880 |
Profit Factor | 5.3476 | 11.6832 | 2.2215 | 3.2685 | 5.7208 | 1.107 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 64.4068 | 65.5172 | 63.3333 | 64.4068 | 65.5172 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.9552 | 6.1491 | 1.2861 | 1.8063 | 3.011 | 0.6409 |
Largest Winning Trade | 383079 | 383079 | 49828 | 47403428 | 47403428 | 4551041 |
Largest Losing Trade | -46766 | -16772 | -46766 | -10204423 | -10204423 | -6243880 |
Avg Bars in Trades | 122 | 131 | 114 | 122 | 131 | 114 |
Avg Bars in Winners | 129 | 123 | 134 | 129 | 123 | 134 |
Avg Bars in Losers | 111 | 147 | 79 | 111 | 147 | 79 |
Bars Traded | 7250 | 3827 | 3423 | 7250 | 3827 | 3423 |
Profit Streak | 0 | 163.8766 | 0 | 0 | 163.8766 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -228478 | -124894 | -245394 | -162813 | 713075 | -145567 |
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 3 } }, "second_band": { "type": "ema", "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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