Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1446425.3477 | 1349204.3467 | 97221.0011 | 2754289.6928 | 2138873.1132 | 615416.5796 |
Total P&L (%) | 1446.4253 | 1349.2043 | 97.221 | 2754.2897 | 2138.8731 | 615.4166 |
Avg Daily Profit (%) | 0.768 | 0.7164 | 0.0516 | 0.1781 | 0.1652 | 0.1045 |
Buy And Hold Return (%) | 223.467 | 223.467 | 223.467 | 223.467 | 223.467 | 223.467 |
Max Trade Drawdown | -123021 | -106483 | -111683 | -5107460 | -3033335 | -2074940 |
Profit Factor | 3.631 | 5.6025 | 1.3789 | 1.2131 | 1.3085 | 1.1027 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 42.2018 | 38.8889 | 45.4545 | 42.2018 | 38.8889 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.973 | 8.804 | 1.6546 | 1.6614 | 2.0562 | 1.3232 |
Largest Winning Trade | 1023630 | 1023630 | 52902 | 2588768 | 2588768 | 1030517 |
Largest Losing Trade | -42043 | -23727 | -42043 | -1621750 | -1285339 | -1621750 |
Avg Bars in Trades | 66 | 71 | 61 | 66 | 71 | 61 |
Avg Bars in Winners | 101 | 119 | 86 | 101 | 119 | 86 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 7230 | 3847 | 3382 | 7230 | 3847 | 3382 |
Profit Streak | 84.632 | 125.132 | 84.632 | 84.632 | 125.132 | 84.632 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 631829 | -163370 | -469340 | 242388 | -174430 | -345162 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 106, "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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