Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522564.4162 | 422809.884 | 99754.5321 | 161097.5594 | 47563.7318 | 113533.8276 |
Total P&L (%) | 522.5644 | 422.8099 | 99.7545 | 161.0976 | 47.5637 | 113.5338 |
Avg Daily Profit (%) | 0.2992 | 0.2421 | 0.0571 | 0.055 | 0.0223 | 0.0434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113426 | -161153 | -43740 | -127970 | -163827 | -40219 |
Profit Factor | 1.7475 | 2.0216 | 1.3498 | 1.1924 | 1.0925 | 1.3513 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 41 | 36 | 46 | 41 | 36 | 46 |
Ratio Avg Win / Avg Loss | 2.5147 | 3.594 | 1.5845 | 1.716 | 1.9423 | 1.5863 |
Largest Winning Trade | 260576 | 260576 | 58246 | 114510 | 114510 | 76957 |
Largest Losing Trade | -56054 | -32422 | -56054 | -79471 | -79471 | -56054 |
Avg Bars in Trades | 68 | 63 | 74 | 68 | 63 | 74 |
Avg Bars in Winners | 112 | 114 | 110 | 112 | 114 | 110 |
Avg Bars in Losers | 38 | 34 | 44 | 38 | 34 | 44 |
Bars Traded | 6889 | 3152 | 3736 | 6889 | 3152 | 3736 |
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 | 322724 | -173677 | -296772 | -130484 | -467765 | -314988 |
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } } }
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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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