Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431762.5293 | 169463.2961 | 262299.2333 | 911678.322 | -109743.718 | 1021422.04 |
Total P&L (%) | 431.7625 | 169.4633 | 262.2992 | 911.6783 | -109.7437 | 1021.422 |
Avg Daily Profit (%) | 0.2855 | 0.112 | 0.1734 | 0.1531 | 0 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160304 | -83366 | -100656 | -632500 | -511482 | -392950 |
Profit Factor | 1.3323 | 1.2613 | 1.4032 | 1.2089 | 0.9534 | 1.5092 |
Total Trades | 505 | 253 | 252 | 505 | 253 | 252 |
Winning Trades | 225 | 102 | 123 | 225 | 102 | 123 |
Losing Trades | 280 | 151 | 129 | 280 | 151 | 129 |
Profitability (%) | 44.5545 | 40.3162 | 48.8095 | 44.5545 | 40.3162 | 48.8095 |
Ratio Avg Win / Avg Loss | 1.658 | 1.8672 | 1.4716 | 1.5044 | 1.4115 | 1.5828 |
Largest Winning Trade | 71926 | 71926 | 40656 | 265131 | 265131 | 207409 |
Largest Losing Trade | -43489 | -15650 | -43489 | -173366 | -173366 | -124382 |
Avg Bars in Trades | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Winners | 48 | 45 | 52 | 48 | 45 | 52 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 18041 | 8032 | 10009 | 18041 | 8032 | 10009 |
Profit Streak | 0 | 0 | 11.9688 | 0 | 0 | 11.9688 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369552 | -45456 | 341810 | 316682 | -582109 | 415984 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 24, "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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