Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237332.2474 | 256570.7644 | -19238.517 | 6467383.9948 | 2279388.7307 | 4187995.2641 |
Total P&L (%) | 237.3322 | 256.5708 | -19.2385 | 6467.384 | 2279.3887 | 4187.9953 |
Avg Daily Profit (%) | 0.1091 | 0.1179 | -0.0088 | 0.1926 | 0.1458 | 0.1729 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -396747 | -100546 | -369285 | -4381620 | -2649551 | -1758458 |
Profit Factor | 1.2975 | 1.8564 | 0.9614 | 1.9469 | 1.5273 | 2.6703 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 64 | 28 | 36 | 64 | 29 | 35 |
Losing Trades | 30 | 19 | 11 | 30 | 18 | 12 |
Profitability (%) | 68.0851 | 59.5745 | 76.5957 | 68.0851 | 61.7021 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.6082 | 1.2597 | 0.2938 | 0.9126 | 0.948 | 0.9155 |
Largest Winning Trade | 84842 | 84842 | 48655 | 769912 | 725105 | 769912 |
Largest Losing Trade | -193751 | -41387 | -193751 | -1481546 | -1481546 | -1151900 |
Avg Bars in Trades | 67 | 70 | 64 | 67 | 70 | 64 |
Avg Bars in Winners | 54 | 55 | 52 | 55 | 56 | 55 |
Avg Bars in Losers | 96 | 93 | 101 | 92 | 93 | 90 |
Bars Traded | 6343 | 3327 | 3016 | 6343 | 3327 | 3016 |
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 | -46062 | -31810 | -577249 | 423607 | 123170 | 481509 |
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{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 113, "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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