Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086757.9253 | 859569.7498 | 227188.1756 | 110247553.8997 | 118239812.5996 | -7992258.6998 |
Total P&L (%) | 1086.7579 | 859.5698 | 227.1882 | 110247.5539 | 118239.8126 | -7992.2587 |
Avg Daily Profit (%) | 0.4346 | 0.3438 | 0.0909 | 0.2806 | 0.2834 | 0 |
Buy And Hold Return (%) | 860.2943 | 860.2943 | 860.2943 | 860.2943 | 860.2943 | 860.2943 |
Max Trade Drawdown | -39179 | -28196 | -40990 | -39055842 | -14020919 | -30824991 |
Profit Factor | 5.0454 | 8.6766 | 2.4501 | 2.5834 | 5.2411 | 0.8086 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 59.7015 | 58.8235 | 60.6061 | 59.7015 | 58.8235 | 60.6061 |
Ratio Avg Win / Avg Loss | 3.4056 | 6.0736 | 1.5926 | 1.7438 | 3.6688 | 0.5256 |
Largest Winning Trade | 344406 | 344406 | 44999 | 85405662 | 85405662 | 8254617 |
Largest Losing Trade | -29309 | -16953 | -29309 | -25034922 | -14020919 | -25034922 |
Avg Bars in Trades | 106 | 127 | 85 | 106 | 127 | 85 |
Avg Bars in Winners | 113 | 129 | 97 | 113 | 129 | 97 |
Avg Bars in Losers | 96 | 124 | 67 | 96 | 124 | 67 |
Bars Traded | 7142 | 4323 | 2819 | 7142 | 4323 | 2819 |
Profit Streak | 121.8545 | 121.8545 | 195.1879 | 121.8545 | 121.8545 | 195.1879 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184793 | -146290 | -230823 | -105130 | 662914 | -578837 |
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 208, "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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