Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582174.9563 | 491387.0554 | 90787.9009 | 321451.5297 | 1247242.1526 | -925790.6229 |
Total P&L (%) | 582.175 | 491.3871 | 90.7879 | 321.4515 | 1247.2422 | -925.7906 |
Avg Daily Profit (%) | 0.3259 | 0.2751 | 0.0508 | 0.0806 | 0.1457 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219835 | -176406 | -126648 | -5417930 | -3943995 | -2499879 |
Profit Factor | 1.4176 | 1.582 | 1.1652 | 1.018 | 1.1232 | 0.8798 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Losing Trades | 181 | 94 | 87 | 181 | 94 | 87 |
Profitability (%) | 39.0572 | 36.4865 | 41.6107 | 39.0572 | 36.4865 | 41.6107 |
Ratio Avg Win / Avg Loss | 2.212 | 2.7538 | 1.635 | 1.5885 | 1.9552 | 1.2346 |
Largest Winning Trade | 183296 | 183296 | 52804 | 2326537 | 2326537 | 1243597 |
Largest Losing Trade | -38834 | -38834 | -30677 | -1358918 | -787114 | -1358918 |
Avg Bars in Trades | 23 | 30 | 16 | 23 | 30 | 16 |
Avg Bars in Winners | 35 | 48 | 24 | 35 | 48 | 24 |
Avg Bars in Losers | 16 | 20 | 11 | 16 | 20 | 11 |
Bars Traded | 7040 | 4516 | 2524 | 7040 | 4516 | 2524 |
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 | 309709 | 207473 | -165902 | -287405 | -87475 | -582255 |
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{ "first_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } } }
# | 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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