Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011604.4798 | 951082.7211 | 60521.7587 | 35147701.5374 | 44517728.1855 | -9370026.6481 |
Total P&L (%) | 1011.6045 | 951.0827 | 60.5218 | 35147.7015 | 44517.7282 | -9370.0266 |
Avg Daily Profit (%) | 0.5371 | 0.505 | 0.0321 | 0.3119 | 0.3244 | 0 |
Buy And Hold Return (%) | 6929.1709 | 6929.1709 | 6929.1709 | 6929.1709 | 6929.1709 | 6929.1709 |
Max Trade Drawdown | -66507 | -69790 | -159473 | -21731847 | -16424056 | -18303252 |
Profit Factor | 2.1347 | 3.4031 | 1.1221 | 1.2939 | 1.7976 | 0.8531 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 94 | 51 | 43 | 94 | 51 | 43 |
Losing Trades | 130 | 61 | 69 | 130 | 61 | 69 |
Profitability (%) | 41.9643 | 45.5357 | 38.3929 | 41.9643 | 45.5357 | 38.3929 |
Ratio Avg Win / Avg Loss | 2.9522 | 4.0704 | 1.8005 | 1.7894 | 2.15 | 1.3689 |
Largest Winning Trade | 154670 | 154670 | 67483 | 13992052 | 13992052 | 9672432 |
Largest Losing Trade | -28044 | -23761 | -28044 | -8309820 | -8309820 | -4427786 |
Avg Bars in Trades | 99 | 101 | 98 | 99 | 101 | 98 |
Avg Bars in Winners | 169 | 166 | 174 | 169 | 166 | 174 |
Avg Bars in Losers | 49 | 47 | 50 | 49 | 47 | 50 |
Bars Traded | 22391 | 11370 | 11021 | 22391 | 11370 | 11021 |
Profit Streak | 29.8887 | 31.472 | 29.8887 | 29.8887 | 31.472 | 29.8887 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151748 | -150077 | -405103 | 285020 | 384305 | -583341 |
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{ "first_band": { "type": "ssf", "factors": { "length": 162, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 77, "offset": 0 } } }
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# | 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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