Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879564.1564 | 797496.1391 | 82068.0174 | 6184234.6865 | 7500031.7889 | -1315797.1024 |
Total P&L (%) | 879.5642 | 797.4961 | 82.068 | 6184.2347 | 7500.0318 | -1315.7971 |
Avg Daily Profit (%) | 0.3518 | 0.319 | 0.0328 | 0.1657 | 0.1734 | 0 |
Buy And Hold Return (%) | 727.2444 | 727.2444 | 727.2444 | 727.2444 | 727.2444 | 727.2444 |
Max Trade Drawdown | -184595 | -115022 | -92270 | -5780672 | -3146445 | -4616310 |
Profit Factor | 2.2786 | 3.5252 | 1.2206 | 1.3656 | 2.0355 | 0.864 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 48.6631 | 44.6809 | 52.6882 | 48.6631 | 44.6809 | 52.6882 |
Ratio Avg Win / Avg Loss | 2.4038 | 4.3645 | 1.096 | 1.4407 | 2.5202 | 0.7758 |
Largest Winning Trade | 318190 | 318190 | 57323 | 3433684 | 3433684 | 1253233 |
Largest Losing Trade | -32873 | -25159 | -32873 | -1671415 | -1014542 | -1671415 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 54 | 65 | 44 | 54 | 65 | 44 |
Avg Bars in Losers | 25 | 27 | 23 | 25 | 27 | 23 |
Bars Traded | 7388 | 4189 | 3199 | 7388 | 4189 | 3199 |
Profit Streak | 63.331 | 96.9976 | 63.331 | 63.331 | 96.9976 | 63.331 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85096 | -121369 | -314619 | 362765 | 369566 | -580176 |
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{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "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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