Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434024.8625 | 312569.862 | 121455.0005 | 419290.3718 | 256275.6999 | 163014.6719 |
Total P&L (%) | 434.0249 | 312.5699 | 121.455 | 419.2904 | 256.2757 | 163.0147 |
Avg Daily Profit (%) | 0.2343 | 0.1687 | 0.0656 | 0.089 | 0.0686 | 0.0522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96304 | -127953 | -128798 | -227520 | -269927 | -255348 |
Profit Factor | 1.5519 | 1.6939 | 1.3615 | 1.2083 | 1.2254 | 1.1861 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 49.3506 | 44.1558 | 54.5455 | 49.3506 | 44.1558 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.5927 | 2.1423 | 1.1346 | 1.2401 | 1.5498 | 0.9884 |
Largest Winning Trade | 113777 | 113777 | 38896 | 185616 | 185616 | 95516 |
Largest Losing Trade | -37520 | -35789 | -37520 | -133145 | -104550 | -133145 |
Avg Bars in Trades | 46 | 60 | 33 | 46 | 60 | 33 |
Avg Bars in Winners | 54 | 75 | 36 | 54 | 75 | 36 |
Avg Bars in Losers | 39 | 48 | 28 | 39 | 48 | 28 |
Bars Traded | 7215 | 4673 | 2542 | 7215 | 4673 | 2542 |
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 | 403309 | -33667 | -146298 | -74112 | -144820 | -182076 |
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 110, "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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