Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1951894.4114 | 1882060.6489 | 69833.7625 | 298941.8115 | 4001295.4284 | -3702353.6169 |
Total P&L (%) | 1951.8944 | 1882.0606 | 69.8338 | 298.9418 | 4001.2954 | -3702.3536 |
Avg Daily Profit (%) | 0.8406 | 0.8105 | 0.0301 | 0.0596 | 0.1601 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196785 | -142771 | -143921 | -11830259 | -5732595 | -6222128 |
Profit Factor | 3.6407 | 6.7844 | 1.1688 | 1.0145 | 1.5066 | 0.7077 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 44.186 | 34.8837 | 53.4884 | 44.186 | 34.8837 | 53.4884 |
Ratio Avg Win / Avg Loss | 4.5987 | 12.6642 | 1.0163 | 1.2815 | 2.8123 | 0.6154 |
Largest Winning Trade | 1611321 | 1611321 | 81690 | 7378682 | 7378682 | 2172261 |
Largest Losing Trade | -67903 | -38241 | -67903 | -6097713 | -3170522 | -6097713 |
Avg Bars in Trades | 52 | 42 | 62 | 52 | 42 | 62 |
Avg Bars in Winners | 82 | 83 | 81 | 82 | 83 | 81 |
Avg Bars in Losers | 29 | 21 | 41 | 29 | 21 | 41 |
Bars Traded | 4541 | 1848 | 2693 | 4541 | 1848 | 2693 |
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 | 646851 | 571525 | -187102 | -319899 | 155746 | -580274 |
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 10 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 10 } } }
# | 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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