Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302118.2404 | 245605.1638 | 56513.0766 | -55468.4114 | -72213.015 | 16744.6036 |
Total P&L (%) | 302.1182 | 245.6052 | 56.5131 | -55.4684 | -72.213 | 16.7446 |
Avg Daily Profit (%) | 0.1725 | 0.1402 | 0.0323 | -0.0462 | -0.0731 | 0.0088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169885 | -202245 | -81090 | -379516 | -337097 | -124448 |
Profit Factor | 1.432 | 1.4946 | 1.2786 | 0.9315 | 0.8755 | 1.0729 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 48.3516 | 36.9565 | 60 | 48.3516 | 36.9565 | 60 |
Ratio Avg Win / Avg Loss | 1.5296 | 2.5496 | 0.8524 | 0.995 | 1.4935 | 0.7153 |
Largest Winning Trade | 251594 | 251594 | 30589 | 251594 | 251594 | 45211 |
Largest Losing Trade | -54318 | -54318 | -43523 | -94659 | -86465 | -94659 |
Avg Bars in Trades | 74 | 103 | 45 | 74 | 103 | 45 |
Avg Bars in Winners | 93 | 156 | 54 | 93 | 156 | 54 |
Avg Bars in Losers | 56 | 72 | 32 | 56 | 72 | 32 |
Bars Traded | 6806 | 4747 | 2059 | 6806 | 4747 | 2059 |
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 | 323600 | -8479 | -151041 | -581176 | -584110 | -330710 |
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{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 163, "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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