Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209497.6706 | -65878.4698 | 275376.1405 | 126002.2259 | -140542.3878 | 266544.6137 |
Total P&L (%) | 209.4977 | -65.8785 | 275.3761 | 126.0022 | -140.5424 | 266.5446 |
Avg Daily Profit (%) | 0.1359 | -0.0427 | 0.1786 | 0.0529 | 0 | 0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61516 | -119121 | -77160 | -107254 | -172871 | -74776 |
Profit Factor | 1.5432 | 0.7633 | 3.5667 | 1.2788 | 0.5988 | 3.6213 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 24 | 16 | 8 | 24 | 16 | 8 |
Profitability (%) | 64.7059 | 52.9412 | 76.4706 | 64.7059 | 52.9412 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.8418 | 0.6785 | 1.0975 | 0.6975 | 0.5323 | 1.1143 |
Largest Winning Trade | 36030 | 31435 | 36030 | 59861 | 47232 | 59861 |
Largest Losing Trade | -60467 | -60467 | -33886 | -76434 | -76434 | -28231 |
Avg Bars in Trades | 43 | 52 | 35 | 43 | 52 | 35 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 75 | 81 | 61 | 75 | 81 | 61 |
Bars Traded | 2972 | 1776 | 1196 | 2972 | 1776 | 1196 |
Profit Streak | 67.7767 | 94.7767 | 67.7767 | 67.7767 | 94.7767 | 67.7767 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121914 | -579455 | 628372 | -234155 | -579455 | -70385 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 129, "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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