Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621458.4094 | 469963.0791 | 151495.3303 | 292783.1046 | -139023.614 | 431806.7186 |
Total P&L (%) | 621.4584 | 469.9631 | 151.4953 | 292.7831 | -139.0236 | 431.8067 |
Avg Daily Profit (%) | 0.422 | 0.3192 | 0.1029 | 0.093 | 0 | 0.1136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180545 | -179337 | -63127 | -685160 | -716594 | -291887 |
Profit Factor | 1.8837 | 2.1065 | 1.544 | 1.1082 | 0.9172 | 1.4207 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 44.8276 | 37.931 | 51.7241 | 44.8276 | 37.931 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.3184 | 3.447 | 1.441 | 1.3639 | 1.5009 | 1.326 |
Largest Winning Trade | 338769 | 338769 | 63772 | 493215 | 493215 | 214496 |
Largest Losing Trade | -35695 | -31022 | -35695 | -209013 | -198172 | -209013 |
Avg Bars in Trades | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Winners | 108 | 98 | 115 | 108 | 98 | 115 |
Avg Bars in Losers | 47 | 55 | 38 | 47 | 55 | 38 |
Bars Traded | 8695 | 4171 | 4524 | 8695 | 4171 | 4524 |
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 | 425084 | -172381 | -233885 | -172088 | -763026 | -220413 |
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "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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