Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922969.594 | 826142.5107 | 96827.0833 | 6309498.5368 | 5227445.6904 | 1082052.8464 |
Total P&L (%) | 922.9696 | 826.1425 | 96.8271 | 6309.4985 | 5227.4457 | 1082.0528 |
Avg Daily Profit (%) | 0.369 | 0.3303 | 0.0387 | 0.1665 | 0.1591 | 0.0988 |
Buy And Hold Return (%) | 912.323 | 912.323 | 912.323 | 912.323 | 912.323 | 912.323 |
Max Trade Drawdown | -132657 | -102280 | -50691 | -1279611 | -1172136 | -593837 |
Profit Factor | 2.2329 | 2.8002 | 1.3342 | 2.0768 | 2.5067 | 1.4527 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 44.1489 | 41.4894 | 46.8085 | 44.1489 | 41.4894 | 46.8085 |
Ratio Avg Win / Avg Loss | 2.8248 | 3.9491 | 1.5162 | 2.6272 | 3.5351 | 1.6508 |
Largest Winning Trade | 328770 | 328770 | 48679 | 2830535 | 2830535 | 801600 |
Largest Losing Trade | -34684 | -34684 | -21630 | -1172136 | -1172136 | -593837 |
Avg Bars in Trades | 26 | 29 | 22 | 26 | 29 | 22 |
Avg Bars in Winners | 36 | 44 | 29 | 36 | 44 | 29 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 4898 | 2740 | 2158 | 4898 | 2740 | 2158 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149428 | -154616 | -306826 | 382693 | 298229 | -167689 |
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{ "first_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 93, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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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