Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1141769.3743 | 909959.7062 | 231809.6681 | 124272801.5628 | 105395340.9627 | 18877460.6 |
Total P&L (%) | 1141.7694 | 909.9597 | 231.8097 | 124272.8016 | 105395.341 | 18877.4606 |
Avg Daily Profit (%) | 0.4566 | 0.3639 | 0.0927 | 0.2854 | 0.2788 | 0.21 |
Buy And Hold Return (%) | 731.2779 | 731.2779 | 731.2779 | 731.2779 | 731.2779 | 731.2779 |
Max Trade Drawdown | -78911 | -81661 | -32713 | -10084720 | -4990400 | -5850603 |
Profit Factor | 4.4875 | 5.4527 | 2.8842 | 5.8278 | 7.9432 | 2.7874 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 55.5556 | 57.5 | 53.6585 | 55.5556 | 57.5 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.59 | 4.0303 | 2.4909 | 4.6622 | 5.8711 | 2.4073 |
Largest Winning Trade | 341427 | 341427 | 56523 | 61464046 | 61464046 | 10245652 |
Largest Losing Trade | -35212 | -35212 | -20479 | -5850603 | -4234116 | -5850603 |
Avg Bars in Trades | 58 | 69 | 47 | 58 | 69 | 47 |
Avg Bars in Winners | 76 | 80 | 72 | 76 | 80 | 72 |
Avg Bars in Losers | 36 | 55 | 19 | 36 | 55 | 19 |
Bars Traded | 4745 | 2792 | 1953 | 4745 | 2792 | 1953 |
Profit Streak | 118.5494 | 118.5494 | 119.5494 | 118.5494 | 118.5494 | 119.5494 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6368 | -70629 | -228002 | 106709 | 676950 | 536806 |
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{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } } }
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# | 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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