Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232757.6922 | 1164588.1195 | 68169.5727 | 4009631.2295 | 4480413.0841 | -470781.8545 |
Total P&L (%) | 1232.7577 | 1164.5881 | 68.1696 | 4009.6312 | 4480.4131 | -470.7819 |
Avg Daily Profit (%) | 0.68 | 0.6424 | 0.0376 | 0.2052 | 0.2112 | 0 |
Buy And Hold Return (%) | 500.9374 | 500.9374 | 500.9374 | 500.9374 | 500.9374 | 500.9374 |
Max Trade Drawdown | -74570 | -84100 | -74772 | -4734704 | -4086497 | -3656344 |
Profit Factor | 2.7647 | 4.6964 | 1.1778 | 1.2039 | 1.5312 | 0.9581 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 36.7647 | 32.3529 | 41.1765 | 36.7647 | 32.3529 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.7553 | 9.8197 | 1.6825 | 2.0707 | 3.2016 | 1.3687 |
Largest Winning Trade | 751625 | 751625 | 69466 | 3430011 | 3430011 | 1576598 |
Largest Losing Trade | -45493 | -21543 | -45493 | -1749004 | -841941 | -1749004 |
Avg Bars in Trades | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Winners | 96 | 100 | 93 | 96 | 100 | 93 |
Avg Bars in Losers | 27 | 26 | 27 | 27 | 26 | 27 |
Bars Traded | 7150 | 3439 | 3711 | 7150 | 3439 | 3711 |
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 | 317263 | -101653 | -445218 | 140494 | -105579 | -692000 |
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{ "first_band": { "type": "ssf", "factors": { "length": 159, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 10, "offset": 0 } } }
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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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