Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89787.6524 | 53927.3459 | 35860.3065 | 95787.0584 | 75429.521 | 20357.5374 |
Total P&L (%) | 89.7877 | 53.9273 | 35.8603 | 95.7871 | 75.4295 | 20.3575 |
Avg Daily Profit (%) | 0.6464 | 0.3882 | 0.2582 | 0.4848 | 0.4054 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35934 | -21212 | -30675 | -75323 | -24246 | -63376 |
Profit Factor | 1.3441 | 1.4172 | 1.2723 | 1.2517 | 1.4349 | 1.0983 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 61.0169 | 59.0909 | 62.9213 | 61.0169 | 59.0909 | 62.9213 |
Ratio Avg Win / Avg Loss | 0.8587 | 0.9812 | 0.7498 | 0.7997 | 0.9934 | 0.6472 |
Largest Winning Trade | 25014 | 25014 | 10583 | 25939 | 25939 | 15748 |
Largest Losing Trade | -19894 | -15646 | -19894 | -23420 | -17986 | -23420 |
Avg Bars in Trades | 72 | 74 | 71 | 72 | 74 | 71 |
Avg Bars in Winners | 65 | 61 | 70 | 65 | 61 | 70 |
Avg Bars in Losers | 83 | 92 | 72 | 83 | 92 | 72 |
Bars Traded | 12850 | 6524 | 6327 | 12850 | 6524 | 6327 |
Profit Streak | 138.8693 | 0 | 138.9422 | 138.8693 | 0 | 138.9422 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405621 | 229330 | 151260 | 335594 | 277090 | -135102 |
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{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 156, "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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