Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087653.583 | 888715.0192 | 198938.5638 | 44277197.0472 | 44462007.3284 | -184810.2812 |
Total P&L (%) | 1087.6536 | 888.715 | 198.9386 | 44277.197 | 44462.0073 | -184.8103 |
Avg Daily Profit (%) | 0.4349 | 0.3553 | 0.0795 | 0.244 | 0.2442 | 0 |
Buy And Hold Return (%) | 710.8852 | 710.8852 | 710.8852 | 710.8852 | 710.8852 | 710.8852 |
Max Trade Drawdown | -88698 | -25291 | -64599 | -15893877 | -2229854 | -14039655 |
Profit Factor | 4.9554 | 10.7708 | 2.0811 | 2.8343 | 8.1141 | 0.9897 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 63.3333 | 63.3333 | 63.3333 | 63.3333 | 63.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.8689 | 6.2357 | 1.2048 | 1.6409 | 4.6976 | 0.573 |
Largest Winning Trade | 391199 | 391199 | 44552 | 23103668 | 23103668 | 2453473 |
Largest Losing Trade | -64599 | -24099 | -64599 | -14039655 | -1854222 | -14039655 |
Avg Bars in Trades | 79 | 95 | 63 | 79 | 95 | 63 |
Avg Bars in Winners | 85 | 97 | 72 | 85 | 97 | 72 |
Avg Bars in Losers | 69 | 91 | 46 | 69 | 91 | 46 |
Bars Traded | 4757 | 2855 | 1902 | 4757 | 2855 | 1902 |
Profit Streak | 113.0064 | 113.0064 | 335.5064 | 113.0064 | 113.0064 | 335.5064 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163028 | -67814 | -247033 | -156989 | 690750 | -578131 |
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{ "first_band": { "type": "ssf", "factors": { "length": 127, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 127, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 130, "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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