Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798247.4829 | 559333.1817 | 238914.3012 | 15756949.1855 | 6056022.9834 | 9700926.2022 |
Total P&L (%) | 798.2475 | 559.3332 | 238.9143 | 15756.9492 | 6056.023 | 9700.9262 |
Avg Daily Profit (%) | 0.3387 | 0.2373 | 0.1014 | 0.2152 | 0.175 | 0.1947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102739 | -39531 | -82031 | -20490323 | -7393478 | -13120953 |
Profit Factor | 2.1183 | 2.6422 | 1.6402 | 1.3631 | 1.3138 | 1.4026 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 55.4945 | 53.8462 | 57.1429 | 55.4945 | 53.8462 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6989 | 2.2647 | 1.2302 | 1.0932 | 1.1261 | 1.052 |
Largest Winning Trade | 179796 | 179796 | 71002 | 6090074 | 6090074 | 5582564 |
Largest Losing Trade | -35437 | -33295 | -35437 | -9125545 | -3394221 | -9125545 |
Avg Bars in Trades | 38 | 33 | 42 | 38 | 33 | 42 |
Avg Bars in Winners | 46 | 40 | 51 | 46 | 40 | 51 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 6922 | 3068 | 3854 | 6922 | 3068 | 3854 |
Profit Streak | 0 | 0 | 27.3123 | 0 | 0 | 27.3123 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537023 | 489022 | -54485 | 370898 | 294472 | 354942 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 41, "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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