Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1525373.7623 | 1500427.9982 | 24945.7641 | 1491753.3104 | 2281843.6679 | -790090.3575 |
Total P&L (%) | 1525.3738 | 1500.428 | 24.9458 | 1491.7533 | 2281.8437 | -790.0904 |
Avg Daily Profit (%) | 0.8378 | 0.8241 | 0.0137 | 0.1521 | 0.1743 | 0 |
Buy And Hold Return (%) | 731.6284 | 731.6284 | 731.6284 | 731.6284 | 731.6284 | 731.6284 |
Max Trade Drawdown | -190377 | -93720 | -122335 | -1668316 | -671918 | -1347478 |
Profit Factor | 3.9185 | 6.4852 | 1.1001 | 1.295 | 1.9137 | 0.6914 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 35.1351 | 35.1351 | 35.1351 | 35.1351 | 35.1351 | 35.1351 |
Ratio Avg Win / Avg Loss | 7.2341 | 11.9726 | 2.031 | 2.3907 | 3.533 | 1.2765 |
Largest Winning Trade | 1067165 | 1067165 | 69062 | 1456181 | 1456181 | 689839 |
Largest Losing Trade | -44077 | -44077 | -38691 | -539286 | -476777 | -539286 |
Avg Bars in Trades | 94 | 79 | 109 | 94 | 79 | 109 |
Avg Bars in Winners | 170 | 146 | 193 | 170 | 146 | 193 |
Avg Bars in Losers | 53 | 43 | 63 | 53 | 43 | 63 |
Bars Traded | 6986 | 2949 | 4037 | 6986 | 2949 | 4037 |
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 | -60680 | 338026 | -455356 | -72395 | 96150 | -584886 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "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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