Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329506.712 | 321131.7802 | 8374.9319 | 429766.9796 | 2564879.3492 | -2135112.3697 |
Total P&L (%) | 329.5067 | 321.1318 | 8.3749 | 429.767 | 2564.8793 | -2135.1124 |
Avg Daily Profit (%) | 0.3163 | 0.3083 | 0.008 | 0.1602 | 0.3156 | 0 |
Buy And Hold Return (%) | 368.3652 | 368.3652 | 368.3652 | 368.3652 | 368.3652 | 368.3652 |
Max Trade Drawdown | -135495 | -73540 | -103997 | -3157575 | -980939 | -2864301 |
Profit Factor | 1.4483 | 1.9131 | 1.0219 | 1.0555 | 1.9249 | 0.5708 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 54.5082 | 52.459 | 56.5574 | 54.5082 | 52.459 | 56.5574 |
Ratio Avg Win / Avg Loss | 1.2088 | 1.7338 | 0.7849 | 0.8809 | 1.7444 | 0.4384 |
Largest Winning Trade | 80568 | 80568 | 25842 | 552737 | 552737 | 406134 |
Largest Losing Trade | -38748 | -19340 | -38748 | -877385 | -375216 | -877385 |
Avg Bars in Trades | 100 | 84 | 116 | 100 | 84 | 116 |
Avg Bars in Winners | 106 | 81 | 129 | 106 | 81 | 129 |
Avg Bars in Losers | 93 | 88 | 100 | 93 | 88 | 100 |
Bars Traded | 24624 | 10358 | 14266 | 24624 | 10358 | 14266 |
Profit Streak | 0 | 11.6076 | 0 | 0 | 11.6076 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154311 | -152879 | -545403 | -265953 | 481508 | -580158 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 135, "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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