Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1109365.4019 | 1134037.3298 | -24671.9279 | 557244.108 | 1030823.7005 | -473579.5925 |
Total P&L (%) | 1109.3654 | 1134.0373 | -24.6719 | 557.2441 | 1030.8237 | -473.5796 |
Avg Daily Profit (%) | 0.6116 | 0.6252 | -0.0136 | 0.1039 | 0.1338 | 0 |
Buy And Hold Return (%) | 495.5054 | 495.5054 | 495.5054 | 495.5054 | 495.5054 | 495.5054 |
Max Trade Drawdown | -181961 | -113841 | -128377 | -889038 | -565825 | -703466 |
Profit Factor | 2.5359 | 4.2093 | 0.9331 | 1.1531 | 1.555 | 0.7344 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 36.6667 | 37.7778 | 35.5556 | 36.6667 | 37.7778 | 35.5556 |
Ratio Avg Win / Avg Loss | 4.3802 | 6.9329 | 1.6913 | 1.9917 | 2.5612 | 1.3311 |
Largest Winning Trade | 641311 | 641311 | 75580 | 788278 | 788278 | 475536 |
Largest Losing Trade | -44339 | -44339 | -38948 | -394753 | -394753 | -241581 |
Avg Bars in Trades | 78 | 66 | 90 | 78 | 66 | 90 |
Avg Bars in Winners | 135 | 112 | 159 | 135 | 112 | 159 |
Avg Bars in Losers | 45 | 38 | 51 | 45 | 38 | 51 |
Bars Traded | 7049 | 2996 | 4053 | 7049 | 2996 | 4053 |
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 | 221338 | 332460 | -583551 | -236907 | -22275 | -584662 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 39, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 39, "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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