Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97221.1888 | 47040.3325 | 50180.8564 | 135106.6418 | 50803.0356 | 84303.6063 |
Total P&L (%) | 97.2212 | 47.0403 | 50.1809 | 135.1066 | 50.803 | 84.3036 |
Avg Daily Profit (%) | 0.2118 | 0.1025 | 0.1093 | 0.1864 | 0.0895 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25442 | -12428 | -23019 | -43797 | -21412 | -37094 |
Profit Factor | 1.633 | 1.659 | 1.6104 | 1.6072 | 1.4672 | 1.7409 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 161 | 83 | 78 | 161 | 83 | 78 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 76.6667 | 79.0476 | 74.2857 | 76.6667 | 79.0476 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.497 | 0.4397 | 0.5574 | 0.4891 | 0.3889 | 0.6026 |
Largest Winning Trade | 15431 | 4531 | 15431 | 32812 | 7464 | 32812 |
Largest Losing Trade | -21964 | -9781 | -21964 | -34934 | -21412 | -34934 |
Avg Bars in Trades | 50 | 43 | 58 | 50 | 43 | 58 |
Avg Bars in Winners | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Losers | 117 | 93 | 135 | 117 | 93 | 135 |
Bars Traded | 10634 | 4524 | 6110 | 10634 | 4524 | 6110 |
Profit Streak | 598.6863 | 0 | 608.7696 | 598.6863 | 0 | 608.7696 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446772 | -54134 | -44394 | 437172 | -72277 | -10869 |
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{ "first_band": { "type": "ssf", "factors": { "length": 17, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 187, "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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