Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1950299.0975 | 1816696.3841 | 133602.7134 | 10275113.3478 | -458897.6366 | 10734010.9844 |
Total P&L (%) | 1950.2991 | 1816.6964 | 133.6027 | 10275.1133 | -458.8976 | 10734.011 |
Avg Daily Profit (%) | 1.0391 | 0.9679 | 0.0712 | 0.2476 | 0 | 0.2499 |
Buy And Hold Return (%) | 547.4576 | 547.4576 | 547.4576 | 547.4576 | 547.4576 | 547.4576 |
Max Trade Drawdown | -94897 | -97090 | -52671 | -12700211 | -14008320 | -5998611 |
Profit Factor | 4.9186 | 7.1919 | 1.6539 | 1.2015 | 0.9863 | 1.6118 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 43.4343 | 40 | 46.9388 | 43.4343 | 40 | 46.9388 |
Ratio Avg Win / Avg Loss | 6.4056 | 10.7879 | 1.8696 | 1.5648 | 1.4794 | 1.822 |
Largest Winning Trade | 1183030 | 1183030 | 56419 | 10701692 | 10701692 | 5155947 |
Largest Losing Trade | -33671 | -33671 | -31902 | -3599677 | -3599677 | -2526261 |
Avg Bars in Trades | 56 | 47 | 65 | 56 | 47 | 65 |
Avg Bars in Winners | 84 | 72 | 95 | 84 | 72 | 95 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 5571 | 2376 | 3195 | 5571 | 2376 | 3195 |
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 | 583484 | -164932 | -261640 | 242934 | -763055 | 375167 |
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{ "first_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 169, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | 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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