Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513018.0901 | 503053.8065 | 9964.2836 | 360979.2488 | 1159031.7893 | -798052.5405 |
Total P&L (%) | 513.0181 | 503.0538 | 9.9643 | 360.9792 | 1159.0318 | -798.0525 |
Avg Daily Profit (%) | 0.2824 | 0.2769 | 0.0055 | 0.0842 | 0.1395 | 0 |
Buy And Hold Return (%) | 232.5815 | 232.5815 | 232.5815 | 232.5815 | 232.5815 | 232.5815 |
Max Trade Drawdown | -137908 | -92315 | -117878 | -736472 | -417516 | -1042088 |
Profit Factor | 1.8665 | 2.784 | 1.0321 | 1.1293 | 2.0137 | 0.5156 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 50.6494 | 52.6316 | 48.7179 | 50.6494 | 52.6316 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.8187 | 2.5056 | 1.0865 | 1.1004 | 1.8123 | 0.5428 |
Largest Winning Trade | 230972 | 230972 | 69730 | 536221 | 536221 | 134542 |
Largest Losing Trade | -41293 | -37714 | -41293 | -266660 | -230752 | -266660 |
Avg Bars in Trades | 91 | 75 | 107 | 91 | 75 | 107 |
Avg Bars in Winners | 114 | 83 | 146 | 114 | 83 | 146 |
Avg Bars in Losers | 68 | 66 | 69 | 68 | 66 | 69 |
Bars Traded | 7042 | 2859 | 4183 | 7042 | 2859 | 4183 |
Profit Streak | 39.2281 | 0 | 84.9781 | 39.2281 | 0 | 84.9781 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38878 | 308158 | -536368 | -214365 | -3507 | -580697 |
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{ "first_band": { "type": "midprice", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "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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