Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138653.2855 | 80042.3252 | 58610.9602 | 185382.8368 | 99390.4859 | 85992.3509 |
Total P&L (%) | 138.6533 | 80.0423 | 58.611 | 185.3828 | 99.3905 | 85.9924 |
Avg Daily Profit (%) | 0.5324 | 0.3074 | 0.2251 | 0.4035 | 0.2653 | 0.2386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40791 | -35681 | -26304 | -56425 | -55703 | -28590 |
Profit Factor | 1.4986 | 1.5212 | 1.4707 | 1.4386 | 1.4261 | 1.454 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 92 | 40 | 52 | 92 | 40 | 52 |
Losing Trades | 142 | 77 | 65 | 142 | 77 | 65 |
Profitability (%) | 39.3162 | 34.188 | 44.4444 | 39.3162 | 34.188 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3131 | 2.9283 | 1.8384 | 2.2204 | 2.7452 | 1.8175 |
Largest Winning Trade | 65364 | 65364 | 12894 | 78486 | 78486 | 19598 |
Largest Losing Trade | -10405 | -6560 | -10405 | -20683 | -13226 | -20683 |
Avg Bars in Trades | 105 | 95 | 114 | 105 | 95 | 114 |
Avg Bars in Winners | 170 | 168 | 171 | 170 | 168 | 171 |
Avg Bars in Losers | 63 | 57 | 69 | 63 | 57 | 69 |
Bars Traded | 24620 | 11209 | 13411 | 24620 | 11209 | 13411 |
Profit Streak | 0 | 2.37 | 0 | 0 | 2.37 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307625 | 56215 | 198543 | 254750 | 22355 | 226351 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 2 } } }
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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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