Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301602.7903 | 327557.1835 | -25954.3932 | -93252.5199 | 687750.8092 | -781003.3291 |
Total P&L (%) | 301.6028 | 327.5572 | -25.9544 | -93.2525 | 687.7508 | -781.0033 |
Avg Daily Profit (%) | 0.1611 | 0.1749 | -0.0139 | -0.1439 | 0.1103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -318368 | -214722 | -198590 | -1462414 | -643017 | -996607 |
Profit Factor | 1.2198 | 1.5177 | 0.9649 | 0.9653 | 1.7089 | 0.5452 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 48.9583 | 46.875 | 51.0417 | 48.9583 | 46.875 | 51.0417 |
Ratio Avg Win / Avg Loss | 1.2717 | 1.72 | 0.9255 | 1.0064 | 1.9367 | 0.523 |
Largest Winning Trade | 133722 | 133722 | 42924 | 662229 | 662229 | 269286 |
Largest Losing Trade | -81535 | -39324 | -81535 | -734415 | -228535 | -734415 |
Avg Bars in Trades | 56 | 70 | 42 | 56 | 70 | 42 |
Avg Bars in Winners | 68 | 84 | 53 | 68 | 84 | 53 |
Avg Bars in Losers | 45 | 58 | 30 | 45 | 58 | 30 |
Bars Traded | 10857 | 6787 | 4070 | 10857 | 6787 | 4070 |
Profit Streak | 0 | 0 | 87.5335 | 0 | 0 | 87.5335 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269355 | 303070 | -579578 | -578511 | -43627 | -579578 |
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{ "first_band": { "type": "ssf", "factors": { "length": 163, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 141, "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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