Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532612.2707 | 577769.986 | -45157.7153 | 1577117.0571 | -1675931.1133 | 3253048.1704 |
Total P&L (%) | 532.6123 | 577.77 | -45.1577 | 1577.1171 | -1675.9311 | 3253.0482 |
Avg Daily Profit (%) | 0.2953 | 0.3204 | -0.025 | 0.1565 | 0 | 0.195 |
Buy And Hold Return (%) | 139.146 | 139.146 | 139.146 | 139.146 | 139.146 | 139.146 |
Max Trade Drawdown | -169391 | -68317 | -316556 | -2124635 | -2176239 | -1111622 |
Profit Factor | 1.7908 | 3.7267 | 0.9022 | 1.1962 | 0.6644 | 2.0687 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 43 | 20 | 23 | 41 | 18 | 23 |
Losing Trades | 32 | 17 | 15 | 34 | 19 | 15 |
Profitability (%) | 57.3333 | 54.0541 | 60.5263 | 54.6667 | 48.6486 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.3327 | 3.1677 | 0.5884 | 0.992 | 0.7013 | 1.3492 |
Largest Winning Trade | 240308 | 240308 | 67553 | 1899623 | 1153037 | 1899623 |
Largest Losing Trade | -169391 | -33988 | -169391 | -1069443 | -658749 | -1069443 |
Avg Bars in Trades | 69 | 48 | 90 | 69 | 48 | 90 |
Avg Bars in Winners | 80 | 49 | 107 | 80 | 43 | 109 |
Avg Bars in Losers | 55 | 47 | 64 | 57 | 53 | 61 |
Bars Traded | 5232 | 1795 | 3437 | 5232 | 1795 | 3437 |
Profit Streak | 18.2536 | 18.2536 | 31.2536 | 18.2536 | 18.2536 | 31.2536 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49712 | 555772 | -577941 | -57509 | -580231 | 491499 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 48, "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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