Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240767.809 | 60431.8424 | 180335.9667 | 173216.0294 | 31760.8228 | 141455.2066 |
Total P&L (%) | 240.7678 | 60.4318 | 180.336 | 173.216 | 31.7608 | 141.4552 |
Avg Daily Profit (%) | 0.2323 | 0.0583 | 0.174 | 0.097 | 0.0266 | 0.0851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83178 | -77787 | -46346 | -181582 | -127360 | -90941 |
Profit Factor | 1.637 | 1.2612 | 2.2296 | 1.2996 | 1.0983 | 1.5549 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 15 | 11 | 4 | 15 | 11 | 4 |
Profitability (%) | 75.8065 | 64.5161 | 87.0968 | 75.8065 | 64.5161 | 87.0968 |
Ratio Avg Win / Avg Loss | 0.5224 | 0.6937 | 0.3303 | 0.4148 | 0.6041 | 0.2304 |
Largest Winning Trade | 41587 | 41587 | 27112 | 44904 | 44904 | 41901 |
Largest Losing Trade | -56180 | -47696 | -56180 | -90941 | -80401 | -90941 |
Avg Bars in Trades | 96 | 112 | 80 | 96 | 112 | 80 |
Avg Bars in Winners | 67 | 68 | 65 | 67 | 68 | 65 |
Avg Bars in Losers | 189 | 191 | 183 | 189 | 191 | 183 |
Bars Traded | 5995 | 3488 | 2507 | 5995 | 3488 | 2507 |
Profit Streak | 91.4438 | 91.4438 | 292.9438 | 91.4438 | 91.4438 | 292.9438 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145405 | -114311 | 536436 | -218639 | -271152 | -73331 |
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{ "first_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 3 } } }
# | 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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