Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514282.096 | 1369601.2438 | 144680.8522 | 23383913.9361 | 15432073.557 | 7951840.3791 |
Total P&L (%) | 1514.2821 | 1369.6012 | 144.6809 | 23383.9139 | 15432.0736 | 7951.8404 |
Avg Daily Profit (%) | 0.8309 | 0.7515 | 0.0794 | 0.3 | 0.2772 | 0.2411 |
Buy And Hold Return (%) | 683.46 | 683.46 | 683.46 | 683.46 | 683.46 | 683.46 |
Max Trade Drawdown | -61418 | -50292 | -41402 | -21987323 | -20151909 | -14751578 |
Profit Factor | 3.5015 | 6.052 | 1.4329 | 1.2601 | 1.3362 | 1.1807 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 37.5 | 38.1579 | 36.8421 | 37.5 | 38.1579 | 36.8421 |
Ratio Avg Win / Avg Loss | 5.8358 | 9.8084 | 2.4563 | 2.1002 | 2.1656 | 2.024 |
Largest Winning Trade | 781533 | 781533 | 76409 | 18607300 | 18607300 | 9862763 |
Largest Losing Trade | -26836 | -21920 | -26836 | -4994541 | -4994541 | -4373348 |
Avg Bars in Trades | 70 | 64 | 77 | 70 | 64 | 77 |
Avg Bars in Winners | 138 | 123 | 153 | 138 | 123 | 153 |
Avg Bars in Losers | 30 | 27 | 32 | 30 | 27 | 32 |
Bars Traded | 10757 | 4866 | 5890 | 10757 | 4866 | 5890 |
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 | 373419 | -39646 | -305304 | 208035 | -43949 | -66838 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 2 } } }
# | 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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