Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534968.0333 | 527367.9875 | 7600.0457 | -10857.181 | -48103.9339 | 37246.7529 |
Total P&L (%) | 534.968 | 527.368 | 7.6 | -10.8572 | -48.1039 | 37.2468 |
Avg Daily Profit (%) | 0.2339 | 0.2306 | 0.0033 | -0.005 | -0.0287 | 0.0138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161932 | -196474 | -85196 | -256935 | -281845 | -80168 |
Profit Factor | 1.9009 | 2.2284 | 1.0462 | 0.9837 | 0.9097 | 1.2813 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 41.5584 | 42.1053 | 41.0256 | 41.5584 | 42.1053 | 41.0256 |
Ratio Avg Win / Avg Loss | 2.6731 | 3.0641 | 1.5039 | 1.3833 | 1.2509 | 1.8419 |
Largest Winning Trade | 410401 | 410401 | 34805 | 204290 | 204290 | 36029 |
Largest Losing Trade | -55331 | -55331 | -40785 | -87290 | -87290 | -25752 |
Avg Bars in Trades | 56 | 87 | 27 | 56 | 87 | 27 |
Avg Bars in Winners | 65 | 97 | 33 | 65 | 97 | 33 |
Avg Bars in Losers | 50 | 79 | 23 | 50 | 79 | 23 |
Bars Traded | 4385 | 3306 | 1079 | 4385 | 3306 | 1079 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37623 | 341393 | -525954 | -628671 | -582168 | -178924 |
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 140, "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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