Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384023.5174 | 220020.3646 | 164003.1529 | -34784.0212 | -229946.362 | 195162.3408 |
Total P&L (%) | 384.0235 | 220.0204 | 164.0032 | -34.784 | -229.9464 | 195.1623 |
Avg Daily Profit (%) | 0.2307 | 0.1322 | 0.0985 | -0.0257 | 0 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226900 | -135427 | -133995 | -728146 | -484981 | -467705 |
Profit Factor | 1.2213 | 1.2277 | 1.2133 | 0.9905 | 0.8814 | 1.1134 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 189 | 88 | 101 | 189 | 88 | 101 |
Losing Trades | 241 | 127 | 114 | 241 | 127 | 114 |
Profitability (%) | 43.9535 | 40.9302 | 46.9767 | 43.9535 | 40.9302 | 46.9767 |
Ratio Avg Win / Avg Loss | 1.5573 | 1.7718 | 1.3695 | 1.263 | 1.272 | 1.2567 |
Largest Winning Trade | 200663 | 200663 | 39391 | 174561 | 115920 | 174561 |
Largest Losing Trade | -35750 | -35750 | -34316 | -116110 | -75161 | -116110 |
Avg Bars in Trades | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Winners | 60 | 69 | 52 | 60 | 69 | 52 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 19762 | 11122 | 8640 | 19762 | 11122 | 8640 |
Profit Streak | 8.7458 | 9.1625 | 0 | 8.7458 | 9.1625 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329896 | -18071 | -62464 | -578545 | -581401 | -202427 |
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{ "first_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } } }
# | 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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