Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65333.0809 | 270148.9994 | -204815.9185 | -99524.278 | 133703.7587 | -233228.0367 |
Total P&L (%) | 65.3331 | 270.149 | -204.8159 | -99.5243 | 133.7038 | -233.228 |
Avg Daily Profit (%) | 0.0404 | 0.167 | -0.1266 | -0.33 | 0.0525 | 0 |
Buy And Hold Return (%) | 23.098 | 23.098 | 23.098 | 23.098 | 23.098 | 23.098 |
Max Trade Drawdown | -280497 | -214935 | -268525 | -161114 | -40945 | -239007 |
Profit Factor | 1.0469 | 1.4363 | 0.7354 | 0.7928 | 1.9496 | 0.3132 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 56.3877 | 57.0175 | 55.7522 | 56.3877 | 57.0175 | 55.7522 |
Ratio Avg Win / Avg Loss | 0.8097 | 1.0828 | 0.5837 | 0.6132 | 1.4697 | 0.2486 |
Largest Winning Trade | 96673 | 96673 | 71523 | 24099 | 24099 | 18283 |
Largest Losing Trade | -90793 | -51887 | -90793 | -146494 | -26062 | -146494 |
Avg Bars in Trades | 83 | 67 | 100 | 83 | 67 | 100 |
Avg Bars in Winners | 73 | 54 | 93 | 73 | 54 | 93 |
Avg Bars in Losers | 96 | 83 | 110 | 96 | 83 | 110 |
Bars Traded | 19022 | 7656 | 11366 | 19022 | 7656 | 11366 |
Profit Streak | 0 | 0 | 501.9892 | 0 | 0 | 501.9892 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -310828 | 320920 | -579701 | -578761 | -120391 | -579701 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 2 } } }
# | 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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