Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887098.9859 | 787143.4237 | 99955.5622 | 8142648.0971 | 6797378.4481 | 1345269.649 |
Total P&L (%) | 887.099 | 787.1434 | 99.9556 | 8142.6481 | 6797.3784 | 1345.2696 |
Avg Daily Profit (%) | 0.3548 | 0.3148 | 0.04 | 0.1766 | 0.1695 | 0.1069 |
Buy And Hold Return (%) | 856.6286 | 856.6286 | 856.6286 | 856.6286 | 856.6286 | 856.6286 |
Max Trade Drawdown | -157999 | -122752 | -49695 | -4745532 | -2630645 | -2160793 |
Profit Factor | 2.0918 | 2.5599 | 1.3246 | 1.553 | 1.7752 | 1.2258 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 44.3243 | 42.3913 | 46.2366 | 44.3243 | 42.3913 | 46.2366 |
Ratio Avg Win / Avg Loss | 2.6274 | 3.4788 | 1.5403 | 1.9507 | 2.4125 | 1.4254 |
Largest Winning Trade | 206130 | 206130 | 63763 | 2198215 | 2198215 | 1691508 |
Largest Losing Trade | -35384 | -35384 | -17277 | -2535616 | -2535616 | -951603 |
Avg Bars in Trades | 26 | 32 | 19 | 26 | 32 | 19 |
Avg Bars in Winners | 37 | 44 | 31 | 37 | 44 | 31 |
Avg Bars in Losers | 16 | 24 | 9 | 16 | 24 | 9 |
Bars Traded | 4853 | 3035 | 1817 | 4853 | 3035 | 1817 |
Profit Streak | 62.888 | 78.888 | 62.888 | 62.888 | 78.888 | 62.888 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140889 | -153776 | -304457 | 398248 | 332811 | -60534 |
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{ "first_band": { "type": "ssf", "factors": { "length": 94, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 94, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 63, "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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