Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217151.6053 | 239354.4493 | -22202.8441 | -353579.3256 | 15829.5982 | -369408.9238 |
Total P&L (%) | 217.1516 | 239.3544 | -22.2028 | -353.5793 | 15.8296 | -369.4089 |
Avg Daily Profit (%) | 0.1759 | 0.1939 | -0.018 | 0 | 0.0119 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199649 | -56772 | -136632 | -649649 | -254461 | -312146 |
Profit Factor | 1.4207 | 2.2141 | 0.9304 | 0.6661 | 1.0326 | 0.3556 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 88 | 43 | 45 | 22 | 11 | 11 |
Losing Trades | 22 | 12 | 10 | 88 | 44 | 44 |
Profitability (%) | 80 | 78.1818 | 81.8182 | 20 | 20 | 20 |
Ratio Avg Win / Avg Loss | 0.3552 | 0.6179 | 0.2068 | 2.6642 | 4.1304 | 1.4222 |
Largest Winning Trade | 98385 | 98385 | 21180 | 256194 | 256194 | 51090 |
Largest Losing Trade | -136632 | -56772 | -136632 | -124967 | -42240 | -124967 |
Avg Bars in Trades | 43 | 50 | 36 | 43 | 50 | 36 |
Avg Bars in Winners | 22 | 27 | 18 | 95 | 114 | 77 |
Avg Bars in Losers | 125 | 132 | 117 | 29 | 34 | 25 |
Bars Traded | 4745 | 2759 | 1986 | 4745 | 2759 | 1986 |
Profit Streak | 27.8969 | 78.1469 | 27.8969 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433420 | -166028 | -756227 | -629559 | -602346 | -811296 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 3 } } }
# | 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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