Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344532.0466 | 195114.3641 | 149417.6826 | 72200.3185 | -194659.5965 | 266859.915 |
Total P&L (%) | 344.532 | 195.1144 | 149.4177 | 72.2003 | -194.6596 | 266.8599 |
Avg Daily Profit (%) | 0.1903 | 0.1078 | 0.0826 | 0.03 | 0 | 0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175252 | -192772 | -43374 | -617197 | -554130 | -128639 |
Profit Factor | 1.4682 | 1.398 | 1.6082 | 1.0469 | 0.8219 | 1.5987 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 50 | 44.9275 | 55.0725 | 50 | 44.9275 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.4682 | 1.7137 | 1.312 | 1.0469 | 1.0075 | 1.3042 |
Largest Winning Trade | 198542 | 198542 | 53189 | 253772 | 253772 | 229789 |
Largest Losing Trade | -38071 | -38071 | -33631 | -228588 | -228588 | -69274 |
Avg Bars in Trades | 25 | 32 | 19 | 25 | 32 | 19 |
Avg Bars in Winners | 33 | 43 | 25 | 33 | 43 | 25 |
Avg Bars in Losers | 17 | 23 | 10 | 17 | 23 | 10 |
Bars Traded | 3540 | 2227 | 1313 | 3540 | 2227 | 1313 |
Profit Streak | 0 | 0 | 44.4765 | 0 | 0 | 44.4765 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334565 | -151212 | -180995 | -321030 | -683042 | -195303 |
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 56, "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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