Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157452.7302 | -44946.2683 | 202398.9985 | 102274.1714 | -33957.0171 | 136231.1884 |
Total P&L (%) | 157.4527 | -44.9463 | 202.399 | 102.2742 | -33.957 | 136.2312 |
Avg Daily Profit (%) | 0.1523 | -0.0435 | 0.1957 | 0.0682 | -0.0401 | 0.0832 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68366 | -74941 | -43889 | -81475 | -74935 | -73026 |
Profit Factor | 1.5053 | 0.7333 | 2.4149 | 1.2924 | 0.7877 | 1.7179 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 63.7681 | 57.1429 | 70.5882 | 63.7681 | 57.1429 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.8553 | 0.55 | 1.0062 | 0.7343 | 0.5908 | 0.7158 |
Largest Winning Trade | 36508 | 25629 | 36508 | 53037 | 20186 | 53037 |
Largest Losing Trade | -36411 | -35351 | -36411 | -71297 | -35351 | -71297 |
Avg Bars in Trades | 80 | 43 | 119 | 80 | 43 | 119 |
Avg Bars in Winners | 74 | 26 | 115 | 74 | 26 | 115 |
Avg Bars in Losers | 90 | 65 | 129 | 90 | 65 | 129 |
Bars Traded | 5572 | 1513 | 4059 | 5572 | 1513 | 4059 |
Profit Streak | 37.139 | 50.639 | 0 | 37.139 | 50.639 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96785 | -579297 | 494137 | -207236 | -579297 | -78780 |
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{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } } }
# | 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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