Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2077522.6317 | 1919960.6842 | 157561.9475 | 29797146.9064 | 12145090.1189 | 17652056.7875 |
Total P&L (%) | 2077.5226 | 1919.9607 | 157.5619 | 29797.1469 | 12145.0901 | 17652.0568 |
Avg Daily Profit (%) | 0.9153 | 0.8459 | 0.0694 | 0.2515 | 0.212 | 0.2284 |
Buy And Hold Return (%) | 223.0415 | 223.0415 | 223.0415 | 223.0415 | 223.0415 | 223.0415 |
Max Trade Drawdown | -80110 | -41485 | -63085 | -18480883 | -14952455 | -10820264 |
Profit Factor | 7.3834 | 12.7697 | 1.9706 | 1.5727 | 1.4254 | 1.7516 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 44.0678 | 40 | 48.2759 | 44.0678 | 40 | 48.2759 |
Ratio Avg Win / Avg Loss | 9.3712 | 19.1546 | 2.1114 | 1.9961 | 2.1381 | 1.8767 |
Largest Winning Trade | 1385748 | 1385748 | 56647 | 15900546 | 15900546 | 10662646 |
Largest Losing Trade | -24090 | -23319 | -24090 | -8678779 | -6082237 | -8678779 |
Avg Bars in Trades | 104 | 91 | 118 | 104 | 91 | 118 |
Avg Bars in Winners | 184 | 178 | 189 | 184 | 178 | 189 |
Avg Bars in Losers | 41 | 32 | 51 | 41 | 32 | 51 |
Bars Traded | 6162 | 2730 | 3432 | 6162 | 2730 | 3432 |
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 | -160012 | 640717 | -263004 | -170467 | 221969 | 391544 |
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{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 176, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 79, "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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