Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1410324.3047 | 1354022.9437 | 56301.361 | 2818321.9648 | 4443179.8502 | -1624857.8854 |
Total P&L (%) | 1410.3243 | 1354.0229 | 56.3014 | 2818.322 | 4443.1799 | -1624.8579 |
Avg Daily Profit (%) | 0.7748 | 0.7438 | 0.0309 | 0.1855 | 0.2099 | 0 |
Buy And Hold Return (%) | 617.0156 | 617.0156 | 617.0156 | 617.0156 | 617.0156 | 617.0156 |
Max Trade Drawdown | -84885 | -59666 | -69648 | -6529548 | -4608056 | -3545018 |
Profit Factor | 3.44 | 5.5059 | 1.2029 | 1.1428 | 1.432 | 0.8281 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.128 | 6.6071 | 1.4435 | 1.3714 | 1.7184 | 0.9937 |
Largest Winning Trade | 702183 | 702183 | 67219 | 6636421 | 6636421 | 978607 |
Largest Losing Trade | -42685 | -42685 | -34898 | -2131019 | -2131019 | -1784652 |
Avg Bars in Trades | 60 | 68 | 51 | 60 | 68 | 51 |
Avg Bars in Winners | 88 | 101 | 76 | 88 | 101 | 76 |
Avg Bars in Losers | 35 | 40 | 31 | 35 | 40 | 31 |
Bars Traded | 5280 | 3005 | 2275 | 5280 | 3005 | 2275 |
Profit Streak | 23.2955 | 0 | 23.9622 | 23.2955 | 0 | 23.9622 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488116 | 487808 | -319019 | -58225 | 302926 | -581942 |
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 71, "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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