Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378859.4445 | 275401.1441 | 103458.3005 | 75685.7906 | -38752.9848 | 114438.7754 |
Total P&L (%) | 378.8594 | 275.4011 | 103.4583 | 75.6858 | -38.753 | 114.4388 |
Avg Daily Profit (%) | 0.1991 | 0.1447 | 0.0544 | 0.0296 | -0.0258 | 0.0401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194793 | -98838 | -109984 | -392180 | -329532 | -162965 |
Profit Factor | 1.3451 | 1.4743 | 1.2 | 1.0401 | 0.9652 | 1.1476 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 50.7692 | 46.9388 | 54.6392 | 50.7692 | 46.9388 | 54.6392 |
Ratio Avg Win / Avg Loss | 1.3043 | 1.6666 | 0.9962 | 1.0086 | 1.0911 | 0.9527 |
Largest Winning Trade | 97201 | 97201 | 41154 | 115379 | 115379 | 98117 |
Largest Losing Trade | -34901 | -32226 | -34901 | -135685 | -135685 | -99826 |
Avg Bars in Trades | 115 | 95 | 135 | 115 | 95 | 135 |
Avg Bars in Winners | 109 | 88 | 127 | 109 | 88 | 127 |
Avg Bars in Losers | 121 | 102 | 144 | 121 | 102 | 144 |
Bars Traded | 22547 | 9402 | 13145 | 22547 | 9402 | 13145 |
Profit Streak | 5.9782 | 5.9782 | 43.8116 | 5.9782 | 5.9782 | 43.8116 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369487 | 59816 | -121206 | -327450 | -579896 | -197892 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } } }
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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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