Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180865.1332 | 1072545.4206 | 108319.7127 | 352501.3529 | 602121.4774 | -249620.1246 |
Total P&L (%) | 1180.8651 | 1072.5454 | 108.3197 | 352.5014 | 602.1215 | -249.6201 |
Avg Daily Profit (%) | 0.6362 | 0.5779 | 0.0584 | 0.0814 | 0.1051 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119098 | -156546 | -49053 | -1051829 | -690459 | -686438 |
Profit Factor | 2.9243 | 3.9807 | 1.4267 | 1.1018 | 1.3367 | 0.8509 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 43 | 34 | 52 | 43 | 34 | 52 |
Ratio Avg Win / Avg Loss | 3.8764 | 7.7272 | 1.317 | 1.4606 | 2.5949 | 0.7854 |
Largest Winning Trade | 1082515 | 1082515 | 59890 | 1140305 | 1140305 | 277186 |
Largest Losing Trade | -49053 | -34816 | -49053 | -611026 | -220952 | -611026 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 51 | 64 | 42 | 51 | 64 | 42 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 3614 | 1962 | 1652 | 3614 | 1962 | 1652 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536193 | -167962 | -293928 | -195295 | -237165 | -760574 |
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{ "first_band": { "type": "ssf", "factors": { "length": 162, "offset": 0, "poles": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 51, "offset": 0 } } }
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# | 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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