Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208498.1798 | 1032456.5144 | 176041.6654 | 25807342.3071 | 21527955.6166 | 4279386.6905 |
Total P&L (%) | 1208.4982 | 1032.4565 | 176.0417 | 25807.3423 | 21527.9556 | 4279.3867 |
Avg Daily Profit (%) | 0.4833 | 0.4129 | 0.0704 | 0.2225 | 0.2152 | 0.1513 |
Buy And Hold Return (%) | 793.722 | 793.722 | 793.722 | 793.722 | 793.722 | 793.722 |
Max Trade Drawdown | -104224 | -91832 | -37944 | -5271981 | -3202058 | -2570982 |
Profit Factor | 4.2149 | 4.9106 | 2.5734 | 2.8024 | 3.0757 | 2.0843 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 52.8736 | 46.5116 | 59.0909 | 52.8736 | 46.5116 | 59.0909 |
Ratio Avg Win / Avg Loss | 3.7568 | 5.6472 | 1.7816 | 2.4978 | 3.5371 | 1.443 |
Largest Winning Trade | 548882 | 548882 | 47207 | 13703917 | 13703917 | 2481041 |
Largest Losing Trade | -30064 | -29573 | -30064 | -2106335 | -2106335 | -1707865 |
Avg Bars in Trades | 78 | 100 | 57 | 78 | 100 | 57 |
Avg Bars in Winners | 100 | 143 | 68 | 100 | 143 | 68 |
Avg Bars in Losers | 53 | 63 | 41 | 53 | 63 | 41 |
Bars Traded | 6845 | 4326 | 2519 | 6845 | 4326 | 2519 |
Profit Streak | 134.3591 | 134.3591 | 192.3591 | 134.3591 | 134.3591 | 192.3591 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344242 | -55352 | -257602 | 559243 | 479068 | 418029 |
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{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 170, "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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