Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109982.5329 | 53934.785 | 56047.7478 | 164126.8354 | 72346.7864 | 91780.049 |
Total P&L (%) | 109.9825 | 53.9348 | 56.0477 | 164.1268 | 72.3468 | 91.78 |
Avg Daily Profit (%) | 0.2396 | 0.1175 | 0.1221 | 0.2118 | 0.1186 | 0.1419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37652 | -18661 | -28513 | -65767 | -33271 | -46644 |
Profit Factor | 1.783 | 1.8492 | 1.7283 | 1.8014 | 1.77 | 1.8279 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 68.9474 | 69.4737 | 68.4211 | 68.9474 | 69.4737 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.803 | 0.8125 | 0.7977 | 0.8113 | 0.7777 | 0.8437 |
Largest Winning Trade | 28296 | 5380 | 28296 | 54632 | 11751 | 54632 |
Largest Losing Trade | -20498 | -10013 | -20498 | -35058 | -18671 | -35058 |
Avg Bars in Trades | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Winners | 41 | 41 | 40 | 41 | 41 | 40 |
Avg Bars in Losers | 86 | 71 | 100 | 86 | 71 | 100 |
Bars Traded | 10486 | 4811 | 5675 | 10486 | 4811 | 5675 |
Profit Streak | 599.3551 | 631.0634 | 599.3551 | 599.3551 | 631.0634 | 599.3551 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453565 | -33348 | -27896 | 446292 | -30887 | -297 |
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{ "first_band": { "type": "ssf", "factors": { "length": 22, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 22, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "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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