Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1329021.1293 | 1179698.2446 | 149322.8847 | 1306973.1423 | -327591.6872 | 1634564.8296 |
Total P&L (%) | 1329.0211 | 1179.6982 | 149.3229 | 1306.9731 | -327.5917 | 1634.5648 |
Avg Daily Profit (%) | 0.719 | 0.6383 | 0.0808 | 0.1432 | 0 | 0.1545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144866 | -116595 | -70514 | -2062403 | -1703646 | -1096536 |
Profit Factor | 3.9001 | 5.3183 | 1.8068 | 1.2328 | 0.9021 | 1.721 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 43.5897 | 35.8974 | 51.2821 | 43.5897 | 35.8974 | 51.2821 |
Ratio Avg Win / Avg Loss | 5.0472 | 9.4969 | 1.7165 | 1.5954 | 1.6109 | 1.635 |
Largest Winning Trade | 1158235 | 1158235 | 62681 | 967933 | 967933 | 927409 |
Largest Losing Trade | -52097 | -52097 | -27277 | -570380 | -448369 | -570380 |
Avg Bars in Trades | 69 | 64 | 74 | 69 | 64 | 74 |
Avg Bars in Winners | 104 | 102 | 105 | 104 | 102 | 105 |
Avg Bars in Losers | 43 | 43 | 42 | 43 | 43 | 42 |
Bars Traded | 5435 | 2516 | 2918 | 5435 | 2516 | 2918 |
Profit Streak | 0 | 0 | 154.575 | 0 | 0 | 154.575 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21808 | 516531 | -80510 | -42006 | -583463 | 434213 |
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{ "first_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 48, "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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