Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714265.6971 | 430822.5559 | 283443.1412 | 5976879.8023 | 1718919.4772 | 4257960.3251 |
Total P&L (%) | 714.2657 | 430.8226 | 283.4431 | 5976.8798 | 1718.9195 | 4257.9603 |
Avg Daily Profit (%) | 0.4078 | 0.246 | 0.1618 | 0.2348 | 0.1658 | 0.2157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86670 | -86537 | -67152 | -3710641 | -1953925 | -2946674 |
Profit Factor | 2.1536 | 2.2874 | 1.9962 | 1.5034 | 1.2631 | 1.7974 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 54.3307 | 53.125 | 55.5556 | 54.3307 | 53.125 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8103 | 2.0183 | 1.597 | 1.2637 | 1.1145 | 1.4379 |
Largest Winning Trade | 215600 | 215600 | 50545 | 1772782 | 1019649 | 1772782 |
Largest Losing Trade | -33918 | -30139 | -33918 | -1893139 | -1422295 | -1893139 |
Avg Bars in Trades | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Winners | 29 | 23 | 34 | 29 | 23 | 34 |
Avg Bars in Losers | 24 | 18 | 30 | 24 | 18 | 30 |
Bars Traded | 3413 | 1341 | 2072 | 3413 | 1341 | 2072 |
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 | 543109 | -126128 | -134872 | 390153 | -130894 | -135489 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 2 } } }
# | 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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