Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -556088.6518 | 70894.8448 | -626983.4966 | -64820.5515 | -4445562.6027 | 4380742.0512 |
Total P&L (%) | -556.0887 | 70.8948 | -626.9835 | -64.8206 | -4445.5626 | 4380.7421 |
Avg Daily Profit (%) | -0.2855 | 0.0364 | -0.3219 | -0.0536 | 0 | 0.1954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -726304 | -150370 | -679118 | -6798884 | -4551697 | -5928659 |
Profit Factor | 0.6052 | 1.2241 | 0.4259 | 0.9963 | 0.4007 | 1.4432 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 19 | 23 | 36 | 16 | 20 |
Losing Trades | 34 | 19 | 15 | 40 | 22 | 18 |
Profitability (%) | 55.2632 | 50 | 60.5263 | 47.3684 | 42.1053 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.4899 | 1.2241 | 0.2778 | 1.1069 | 0.551 | 1.2989 |
Largest Winning Trade | 82798 | 82798 | 56918 | 5711958 | 776844 | 5711958 |
Largest Losing Trade | -594453 | -40126 | -594453 | -3568535 | -1663128 | -3568535 |
Avg Bars in Trades | 98 | 53 | 144 | 98 | 53 | 144 |
Avg Bars in Winners | 94 | 30 | 147 | 107 | 40 | 161 |
Avg Bars in Losers | 103 | 76 | 139 | 90 | 62 | 125 |
Bars Traded | 7503 | 2026 | 5477 | 7503 | 2026 | 5477 |
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 | -633595 | -144635 | -579400 | -633912 | -583835 | 335237 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } } }
# | 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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