Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160028.0813 | 97530.6815 | 62497.3998 | 85751.5373 | 78063.1226 | 7688.4146 |
Total P&L (%) | 160.0281 | 97.5307 | 62.4974 | 85.7515 | 78.0631 | 7.6884 |
Avg Daily Profit (%) | 0.1536 | 0.0936 | 0.06 | 0.0595 | 0.0554 | 0.0071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100621 | -86031 | -80185 | -607116 | -464023 | -311531 |
Profit Factor | 1.2584 | 1.3081 | 1.2065 | 1.041 | 1.0702 | 1.0079 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 129 | 57 | 72 | 129 | 57 | 72 |
Losing Trades | 99 | 57 | 42 | 99 | 57 | 42 |
Profitability (%) | 56.5789 | 50 | 63.1579 | 56.5789 | 50 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.9658 | 1.3081 | 0.7038 | 0.7989 | 1.0702 | 0.5879 |
Largest Winning Trade | 40446 | 40446 | 25395 | 160788 | 160788 | 95717 |
Largest Losing Trade | -44350 | -25420 | -44350 | -172582 | -165760 | -172582 |
Avg Bars in Trades | 107 | 97 | 117 | 107 | 97 | 117 |
Avg Bars in Winners | 113 | 100 | 123 | 113 | 100 | 123 |
Avg Bars in Losers | 100 | 95 | 107 | 100 | 95 | 107 |
Bars Traded | 24559 | 11153 | 13406 | 24559 | 11153 | 13406 |
Profit Streak | 30.7005 | 30.7005 | 77.1588 | 30.7005 | 30.7005 | 77.1588 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321668 | -67077 | -112587 | -287035 | -261494 | -559776 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 170, "offset": 0, "poles": 2 } } }
# | 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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