Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639932.7904 | 651735.9619 | -11803.1715 | -98907.4932 | 207418.2217 | -306325.7149 |
Total P&L (%) | 639.9328 | 651.736 | -11.8032 | -98.9075 | 207.4182 | -306.3257 |
Avg Daily Profit (%) | 0.256 | 0.2607 | -0.0047 | -0.1805 | 0.0449 | 0 |
Buy And Hold Return (%) | 243.6063 | 243.6063 | 243.6063 | 243.6063 | 243.6063 | 243.6063 |
Max Trade Drawdown | -203699 | -92584 | -231863 | -334810 | -90877 | -388956 |
Profit Factor | 1.9394 | 3.0639 | 0.9677 | 0.8197 | 2.8087 | 0.294 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 48.3516 | 42.2222 | 54.3478 | 48.3516 | 42.2222 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.0716 | 4.1928 | 0.8129 | 0.8756 | 3.8434 | 0.2469 |
Largest Winning Trade | 456187 | 456187 | 40682 | 133415 | 133415 | 39203 |
Largest Losing Trade | -99256 | -32340 | -99256 | -321900 | -37838 | -321900 |
Avg Bars in Trades | 51 | 63 | 40 | 51 | 63 | 40 |
Avg Bars in Winners | 60 | 66 | 55 | 60 | 66 | 55 |
Avg Bars in Losers | 43 | 61 | 22 | 43 | 61 | 22 |
Bars Traded | 4718 | 2847 | 1870 | 4718 | 2847 | 1870 |
Profit Streak | 134.6679 | 134.6679 | 139.6679 | 134.6679 | 134.6679 | 139.6679 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349542 | 310343 | -579179 | -579825 | -295703 | -579179 |
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 119, "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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