Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378526.6985 | 292877.6909 | 85649.0076 | 135288.2141 | 181712.909 | -46424.6948 |
Total P&L (%) | 378.5267 | 292.8777 | 85.649 | 135.2882 | 181.7129 | -46.4247 |
Avg Daily Profit (%) | 0.196 | 0.1516 | 0.0443 | 0.0443 | 0.0536 | -0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126796 | -139227 | -58531 | -400108 | -308214 | -215777 |
Profit Factor | 1.2983 | 1.4456 | 1.14 | 1.0421 | 1.1132 | 0.9712 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Losing Trades | 176 | 90 | 86 | 176 | 90 | 86 |
Profitability (%) | 46.3415 | 45.122 | 47.561 | 46.3415 | 45.122 | 47.561 |
Ratio Avg Win / Avg Loss | 1.5033 | 1.7582 | 1.257 | 1.2066 | 1.3539 | 1.0708 |
Largest Winning Trade | 94342 | 94342 | 44923 | 239804 | 239804 | 130229 |
Largest Losing Trade | -32059 | -32059 | -28676 | -132448 | -76088 | -132448 |
Avg Bars in Trades | 69 | 59 | 78 | 69 | 59 | 78 |
Avg Bars in Winners | 83 | 65 | 101 | 83 | 65 | 101 |
Avg Bars in Losers | 56 | 55 | 58 | 56 | 55 | 58 |
Bars Traded | 22710 | 9784 | 12926 | 22710 | 9784 | 12926 |
Profit Streak | 19.5228 | 0 | 20.5228 | 19.5228 | 0 | 20.5228 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346355 | 277164 | -200268 | -307152 | -218932 | -579202 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "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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