Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851686.504 | 715574.7565 | 136111.7475 | 15580204.3392 | 22654872.4087 | -7074668.0695 |
Total P&L (%) | 851.6865 | 715.5748 | 136.1117 | 15580.2043 | 22654.8724 | -7074.6681 |
Avg Daily Profit (%) | 0.3406 | 0.2862 | 0.0544 | 0.2024 | 0.2173 | 0 |
Buy And Hold Return (%) | 714.7877 | 714.7877 | 714.7877 | 714.7877 | 714.7877 | 714.7877 |
Max Trade Drawdown | -88327 | -48605 | -72516 | -17225997 | -5680021 | -13597388 |
Profit Factor | 3.5167 | 4.8537 | 1.8912 | 1.5942 | 3.266 | 0.5639 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 55.914 | 54.3478 | 57.4468 | 55.914 | 54.3478 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.7728 | 4.0771 | 1.4009 | 1.257 | 2.7434 | 0.4177 |
Largest Winning Trade | 268431 | 268431 | 45434 | 18853914 | 18853914 | 2065681 |
Largest Losing Trade | -41603 | -35678 | -41603 | -10766120 | -3062104 | -10766120 |
Avg Bars in Trades | 51 | 65 | 37 | 51 | 65 | 37 |
Avg Bars in Winners | 66 | 82 | 51 | 66 | 82 | 51 |
Avg Bars in Losers | 32 | 46 | 19 | 32 | 46 | 19 |
Bars Traded | 4794 | 3020 | 1773 | 4794 | 3020 | 1773 |
Profit Streak | 76.9818 | 80.9818 | 76.9818 | 76.9818 | 80.9818 | 76.9818 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88266 | -147778 | -281922 | 429072 | 562459 | -579173 |
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{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 148, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 114, "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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