Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415605.8058 | 262207.4045 | 153398.4013 | -2187139.2062 | -763547.987 | -1423591.2192 |
Total P&L (%) | 415.6058 | 262.2074 | 153.3984 | -2187.1392 | -763.548 | -1423.5912 |
Avg Daily Profit (%) | 0.4017 | 0.2535 | 0.1483 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140749 | -84216 | -48460 | -2348031 | -1198817 | -1226482 |
Profit Factor | 1.9567 | 2.1765 | 1.7251 | 0.5264 | 0.6846 | 0.352 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 42 | 19 | 23 | 21 | 14 | 7 |
Losing Trades | 21 | 13 | 8 | 42 | 18 | 24 |
Profitability (%) | 66.6667 | 59.375 | 74.1935 | 33.3333 | 43.75 | 22.5806 |
Ratio Avg Win / Avg Loss | 0.9783 | 1.4892 | 0.6 | 1.0527 | 0.8802 | 1.207 |
Largest Winning Trade | 76215 | 76215 | 26476 | 618988 | 417746 | 618988 |
Largest Losing Trade | -140749 | -52086 | -140749 | -598480 | -598480 | -328813 |
Avg Bars in Trades | 96 | 107 | 84 | 96 | 107 | 84 |
Avg Bars in Winners | 74 | 77 | 70 | 136 | 144 | 119 |
Avg Bars in Losers | 140 | 149 | 124 | 75 | 77 | 74 |
Bars Traded | 6048 | 3424 | 2624 | 6048 | 3424 | 2624 |
Profit Streak | 0 | 0 | 50.8836 | 17.7169 | 66.3836 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138555 | 442461 | 326048 | -736303 | -582270 | -619629 |
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{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 91, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "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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