Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110227.0248 | 943127.0696 | 167099.9552 | 33202156.1856 | 31338427.7034 | 1863728.4821 |
Total P&L (%) | 1110.227 | 943.1271 | 167.1 | 33202.1562 | 31338.4277 | 1863.7285 |
Avg Daily Profit (%) | 0.444 | 0.3772 | 0.0668 | 0.2326 | 0.2303 | 0.1192 |
Buy And Hold Return (%) | 758.5343 | 758.5343 | 758.5343 | 758.5343 | 758.5343 | 758.5343 |
Max Trade Drawdown | -80137 | -73814 | -49753 | -8992222 | -4564277 | -9769981 |
Profit Factor | 3.2679 | 4.0861 | 1.9084 | 2.138 | 2.8797 | 1.149 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 57.5758 | 57.1429 | 58 | 57.5758 | 57.1429 | 58 |
Ratio Avg Win / Avg Loss | 2.4079 | 3.0646 | 1.382 | 1.5753 | 2.1598 | 0.8321 |
Largest Winning Trade | 382278 | 382278 | 64490 | 22975380 | 22975380 | 3575574 |
Largest Losing Trade | -49753 | -49753 | -36888 | -7935929 | -3621607 | -7935929 |
Avg Bars in Trades | 71 | 86 | 57 | 71 | 86 | 57 |
Avg Bars in Winners | 88 | 97 | 79 | 88 | 97 | 79 |
Avg Bars in Losers | 49 | 71 | 27 | 49 | 71 | 27 |
Bars Traded | 7114 | 4230 | 2884 | 7114 | 4230 | 2884 |
Profit Streak | 137.1794 | 137.1794 | 242.5127 | 137.1794 | 137.1794 | 242.5127 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2564 | -71798 | -444628 | 539258 | 553910 | -273284 |
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{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "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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