Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517230.8635 | 204522.4108 | 312708.4527 | 2078050.6513 | 501580.3935 | 1576470.2578 |
Total P&L (%) | 517.2309 | 204.5224 | 312.7085 | 2078.0507 | 501.5804 | 1576.4703 |
Avg Daily Profit (%) | 0.3502 | 0.1385 | 0.2118 | 0.2089 | 0.1216 | 0.1911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147797 | -79048 | -87060 | -1839984 | -2636965 | -1095670 |
Profit Factor | 1.8137 | 1.6348 | 1.9977 | 1.2363 | 1.1034 | 1.3995 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 51.8797 | 46.2687 | 57.5758 | 51.8797 | 46.2687 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.6823 | 1.8984 | 1.472 | 1.1467 | 1.2814 | 1.0312 |
Largest Winning Trade | 97444 | 97444 | 59094 | 1397192 | 1397192 | 1041904 |
Largest Losing Trade | -26650 | -20630 | -26650 | -832827 | -744318 | -832827 |
Avg Bars in Trades | 43 | 33 | 54 | 43 | 33 | 54 |
Avg Bars in Winners | 48 | 32 | 61 | 48 | 32 | 61 |
Avg Bars in Losers | 38 | 34 | 44 | 38 | 34 | 44 |
Bars Traded | 5819 | 2232 | 3587 | 5819 | 2232 | 3587 |
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 | 480913 | -123460 | -112792 | 302538 | -255434 | -114544 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 58, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 58, "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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