Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769383.8277 | 657407.0226 | 111976.805 | 8293256.3088 | 17240543.0361 | -8947286.7273 |
Total P&L (%) | 769.3838 | 657.407 | 111.9768 | 8293.2563 | 17240.543 | -8947.2867 |
Avg Daily Profit (%) | 0.3077 | 0.2629 | 0.0448 | 0.1773 | 0.2064 | 0 |
Buy And Hold Return (%) | 733.4293 | 733.4293 | 733.4293 | 733.4293 | 733.4293 | 733.4293 |
Max Trade Drawdown | -119130 | -52227 | -106349 | -17845535 | -6599854 | -14499594 |
Profit Factor | 2.7848 | 3.9732 | 1.5333 | 1.274 | 2.3974 | 0.501 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 51.3761 | 51.8519 | 50.9091 | 51.3761 | 51.8519 | 50.9091 |
Ratio Avg Win / Avg Loss | 2.6356 | 3.6894 | 1.4786 | 1.2057 | 2.2261 | 0.4831 |
Largest Winning Trade | 242241 | 242241 | 50093 | 16631962 | 16631962 | 1443146 |
Largest Losing Trade | -37542 | -25204 | -37542 | -8821731 | -3215454 | -8821731 |
Avg Bars in Trades | 66 | 82 | 51 | 66 | 82 | 51 |
Avg Bars in Winners | 91 | 115 | 67 | 91 | 115 | 67 |
Avg Bars in Losers | 40 | 47 | 34 | 40 | 47 | 34 |
Bars Traded | 7296 | 4480 | 2816 | 7296 | 4480 | 2816 |
Profit Streak | 63.4646 | 81.7979 | 63.4646 | 63.4646 | 81.7979 | 63.4646 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134811 | -329013 | -476739 | 331574 | -166193 | -760156 |
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{ "first_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "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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