Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911619.9686 | 761717.1179 | 149902.8507 | 2447872.7071 | 1471964.2351 | 975908.472 |
Total P&L (%) | 911.62 | 761.7171 | 149.9029 | 2447.8727 | 1471.9642 | 975.9085 |
Avg Daily Profit (%) | 0.4867 | 0.4066 | 0.08 | 0.173 | 0.1472 | 0.1269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83129 | -71671 | -68166 | -2135343 | -1435335 | -1442878 |
Profit Factor | 2.0899 | 2.61 | 1.4126 | 1.2794 | 1.2629 | 1.3084 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 47.8528 | 40.7407 | 54.878 | 47.8528 | 40.7407 | 54.878 |
Ratio Avg Win / Avg Loss | 2.2775 | 3.7964 | 1.1615 | 1.3942 | 1.837 | 1.0758 |
Largest Winning Trade | 335080 | 335080 | 46704 | 2238416 | 2238416 | 785702 |
Largest Losing Trade | -34105 | -31525 | -34105 | -1120686 | -1120686 | -530400 |
Avg Bars in Trades | 43 | 57 | 29 | 43 | 57 | 29 |
Avg Bars in Winners | 53 | 79 | 34 | 53 | 79 | 34 |
Avg Bars in Losers | 34 | 42 | 24 | 34 | 42 | 24 |
Bars Traded | 7073 | 4644 | 2429 | 7073 | 4644 | 2429 |
Profit Streak | 8.8609 | 0 | 48.6109 | 8.8609 | 0 | 48.6109 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545380 | -777 | -87895 | 304291 | -10748 | -25604 |
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{ "first_band": { "type": "ssf", "factors": { "length": 221, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 113, "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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