Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377575.6908 | 300576.4655 | 76999.2253 | 107231.1073 | 99559.4192 | 7671.6881 |
Total P&L (%) | 377.5757 | 300.5765 | 76.9992 | 107.2311 | 99.5594 | 7.6717 |
Avg Daily Profit (%) | 0.2046 | 0.1628 | 0.0417 | 0.0395 | 0.0374 | 0.004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143546 | -159416 | -145780 | -239476 | -237090 | -211565 |
Profit Factor | 1.3772 | 1.5844 | 1.1582 | 1.0698 | 1.1237 | 1.0105 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 45.4545 | 43.3566 | 47.5524 | 45.4545 | 43.3566 | 47.5524 |
Ratio Avg Win / Avg Loss | 1.6526 | 2.0699 | 1.2774 | 1.2838 | 1.4681 | 1.1145 |
Largest Winning Trade | 147446 | 147446 | 50525 | 131379 | 131379 | 63641 |
Largest Losing Trade | -45813 | -26224 | -45813 | -81034 | -62259 | -81034 |
Avg Bars in Trades | 76 | 71 | 81 | 76 | 71 | 81 |
Avg Bars in Winners | 114 | 107 | 120 | 114 | 107 | 120 |
Avg Bars in Losers | 44 | 43 | 45 | 44 | 43 | 45 |
Bars Traded | 21852 | 10193 | 11659 | 21852 | 10193 | 11659 |
Profit Streak | 0 | 0 | 14.8762 | 0 | 0 | 14.8762 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325980 | 269194 | -184222 | -284176 | -230049 | -562777 |
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{ "first_band": { "type": "ssf", "factors": { "length": 11, "offset": 173, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 11, "offset": 173, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "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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