Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953190.3086 | 898733.2843 | 54457.0243 | 1304800.53 | 1072029.0843 | 232771.4457 |
Total P&L (%) | 953.1903 | 898.7333 | 54.457 | 1304.8005 | 1072.0291 | 232.7714 |
Avg Daily Profit (%) | 0.5161 | 0.4867 | 0.0295 | 0.1432 | 0.1334 | 0.0651 |
Buy And Hold Return (%) | 99.1908 | 99.1908 | 99.1908 | 99.1908 | 99.1908 | 99.1908 |
Max Trade Drawdown | -93862 | -94146 | -54850 | -235255 | -263418 | -193221 |
Profit Factor | 3.3467 | 6.5607 | 1.2227 | 2.1296 | 3.5136 | 1.3195 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 51.6667 | 56.6667 | 46.6667 | 51.6667 | 56.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.1308 | 5.017 | 1.3973 | 1.9922 | 2.6869 | 1.508 |
Largest Winning Trade | 733796 | 733796 | 61179 | 372193 | 365560 | 372193 |
Largest Losing Trade | -59441 | -31441 | -59441 | -159190 | -86985 | -159190 |
Avg Bars in Trades | 117 | 121 | 113 | 117 | 121 | 113 |
Avg Bars in Winners | 173 | 163 | 186 | 173 | 163 | 186 |
Avg Bars in Losers | 57 | 66 | 50 | 57 | 66 | 50 |
Bars Traded | 7051 | 3637 | 3414 | 7051 | 3637 | 3414 |
Profit Streak | 90.2195 | 405.9695 | 0 | 90.2195 | 405.9695 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155586 | 763569 | -320999 | -170143 | -5667 | -110581 |
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{ "first_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "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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