Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80217.5775 | 48635.4448 | 31582.1326 | 77255.2355 | 58606.3886 | 18648.8469 |
Total P&L (%) | 80.2176 | 48.6354 | 31.5821 | 77.2552 | 58.6064 | 18.6488 |
Avg Daily Profit (%) | 0.5775 | 0.3501 | 0.2274 | 0.4129 | 0.3326 | 0.1232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36349 | -25387 | -25104 | -50476 | -28189 | -47686 |
Profit Factor | 1.281 | 1.3375 | 1.2234 | 1.2017 | 1.3229 | 1.0925 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Profitability (%) | 58.1281 | 56.4356 | 59.8039 | 58.1281 | 56.4356 | 59.8039 |
Ratio Avg Win / Avg Loss | 0.9227 | 1.0324 | 0.8223 | 0.8656 | 1.0212 | 0.7343 |
Largest Winning Trade | 27172 | 27172 | 9884 | 27353 | 27353 | 13037 |
Largest Losing Trade | -19551 | -17255 | -19551 | -22727 | -17053 | -22727 |
Avg Bars in Trades | 63 | 65 | 61 | 63 | 65 | 61 |
Avg Bars in Winners | 59 | 60 | 59 | 59 | 60 | 59 |
Avg Bars in Losers | 68 | 72 | 64 | 68 | 72 | 64 |
Bars Traded | 12904 | 6629 | 6275 | 12904 | 6629 | 6275 |
Profit Streak | 127.7648 | 0 | 127.9627 | 127.7648 | 0 | 127.9627 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361813 | 235089 | 93875 | 293746 | 251518 | -156979 |
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{ "first_band": { "type": "ssf", "factors": { "length": 64, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 64, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 136, "offset": 0 } } }
# | 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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