Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208694.385 | 174377.9067 | 34316.4782 | 107821.8809 | 21476.8189 | 86345.0619 |
Total P&L (%) | 208.6944 | 174.3779 | 34.3165 | 107.8219 | 21.4768 | 86.3451 |
Avg Daily Profit (%) | 0.1932 | 0.1614 | 0.0318 | 0.0677 | 0.018 | 0.0576 |
Buy And Hold Return (%) | 29.1207 | 29.1207 | 29.1207 | 29.1207 | 29.1207 | 29.1207 |
Max Trade Drawdown | -113385 | -80852 | -43512 | -485938 | -376852 | -150988 |
Profit Factor | 1.5964 | 1.7541 | 1.2892 | 1.0869 | 1.0247 | 1.2326 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 46.2687 | 45.4545 | 47.0588 | 46.2687 | 45.4545 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8539 | 2.1049 | 1.4504 | 1.2622 | 1.2296 | 1.3867 |
Largest Winning Trade | 118414 | 118414 | 25686 | 179790 | 179790 | 130144 |
Largest Losing Trade | -30742 | -30742 | -21516 | -154118 | -154118 | -70745 |
Avg Bars in Trades | 91 | 112 | 71 | 91 | 112 | 71 |
Avg Bars in Winners | 104 | 115 | 94 | 104 | 115 | 94 |
Avg Bars in Losers | 80 | 109 | 51 | 80 | 109 | 51 |
Bars Traded | 6149 | 3716 | 2433 | 6149 | 3716 | 2433 |
Profit Streak | 0 | 92.5354 | 0 | 0 | 92.5354 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112159 | 327937 | -261858 | -352644 | -528764 | -120583 |
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{ "first_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 149, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 199, "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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