Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554713.7538 | 381107.7017 | 173606.0521 | 818095.1389 | 517259.9464 | 300835.1925 |
Total P&L (%) | 554.7138 | 381.1077 | 173.6061 | 818.0951 | 517.2599 | 300.8352 |
Avg Daily Profit (%) | 0.5453 | 0.3746 | 0.1707 | 0.2182 | 0.1791 | 0.1366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140584 | -133752 | -123684 | -658176 | -545292 | -414577 |
Profit Factor | 1.4247 | 1.5128 | 1.3084 | 1.1922 | 1.2055 | 1.1728 |
Total Trades | 417 | 208 | 209 | 417 | 208 | 209 |
Winning Trades | 196 | 90 | 106 | 196 | 90 | 106 |
Losing Trades | 221 | 118 | 103 | 221 | 118 | 103 |
Profitability (%) | 47.0024 | 43.2692 | 50.7177 | 47.0024 | 43.2692 | 50.7177 |
Ratio Avg Win / Avg Loss | 1.6064 | 1.9834 | 1.2714 | 1.3442 | 1.5806 | 1.1397 |
Largest Winning Trade | 242499 | 242499 | 31601 | 294571 | 294571 | 101610 |
Largest Losing Trade | -27038 | -27038 | -24934 | -151751 | -151751 | -149897 |
Avg Bars in Trades | 57 | 66 | 49 | 57 | 66 | 49 |
Avg Bars in Winners | 64 | 72 | 58 | 64 | 72 | 58 |
Avg Bars in Losers | 51 | 61 | 40 | 51 | 61 | 40 |
Bars Traded | 24176 | 13792 | 10384 | 24176 | 13792 | 10384 |
Profit Streak | 4.2008 | 0 | 14.9924 | 4.2008 | 0 | 14.9924 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501368 | 342887 | 346551 | 1057 | 230123 | -38990 |
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{ "first_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 125, "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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