Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492898.3973 | 362639.297 | 130259.1003 | 1486149.1714 | 1896330.9227 | -410181.7513 |
Total P&L (%) | 492.8984 | 362.6393 | 130.2591 | 1486.1492 | 1896.3309 | -410.1818 |
Avg Daily Profit (%) | 0.4732 | 0.3481 | 0.125 | 0.2657 | 0.2878 | 0 |
Buy And Hold Return (%) | 19.4037 | 19.4037 | 19.4037 | 19.4037 | 19.4037 | 19.4037 |
Max Trade Drawdown | -74471 | -62569 | -51687 | -2243399 | -1740981 | -1404156 |
Profit Factor | 1.8503 | 2.1829 | 1.4769 | 1.1672 | 1.3876 | 0.8973 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 51.3369 | 46.2366 | 56.383 | 51.3369 | 46.2366 | 56.383 |
Ratio Avg Win / Avg Loss | 1.7539 | 2.5383 | 1.1425 | 1.1064 | 1.6135 | 0.6942 |
Largest Winning Trade | 217257 | 217257 | 40786 | 2500359 | 2500359 | 448372 |
Largest Losing Trade | -35429 | -18443 | -35429 | -565257 | -501678 | -565257 |
Avg Bars in Trades | 132 | 122 | 141 | 132 | 122 | 141 |
Avg Bars in Winners | 150 | 152 | 148 | 150 | 152 | 148 |
Avg Bars in Losers | 113 | 97 | 132 | 113 | 97 | 132 |
Bars Traded | 24708 | 11401 | 13307 | 24708 | 11401 | 13307 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526310 | 405754 | -24577 | -26828 | 314981 | -580253 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } } }
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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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