Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119384.4379 | 980010.0571 | 139374.3809 | 515345.7117 | -202773.0488 | 718118.7605 |
Total P&L (%) | 1119.3844 | 980.0101 | 139.3744 | 515.3457 | -202.773 | 718.1188 |
Avg Daily Profit (%) | 0.4735 | 0.4146 | 0.059 | 0.0769 | 0 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115112 | -115372 | -143860 | -420962 | -611749 | -141672 |
Profit Factor | 2.8744 | 4.0431 | 1.5065 | 1.3027 | 0.829 | 2.3893 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 51.4286 | 40 | 62.8571 | 51.4286 | 40 | 62.8571 |
Ratio Avg Win / Avg Loss | 2.7147 | 6.0646 | 0.8902 | 1.2303 | 1.2435 | 1.4119 |
Largest Winning Trade | 883863 | 883863 | 60662 | 298379 | 227212 | 298379 |
Largest Losing Trade | -70510 | -32073 | -70510 | -182563 | -182563 | -141672 |
Avg Bars in Trades | 99 | 87 | 110 | 99 | 87 | 110 |
Avg Bars in Winners | 139 | 137 | 140 | 139 | 137 | 140 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 6947 | 3074 | 3873 | 6947 | 3074 | 3873 |
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 | -82451 | 470383 | -112860 | -188082 | -583009 | -68692 |
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{ "first_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 2 } } }
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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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