Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753473.4535 | 621090.932 | 132382.5215 | 8410138.8347 | 304536.2438 | 8105602.5909 |
Total P&L (%) | 753.4735 | 621.0909 | 132.3825 | 8410.1388 | 304.5362 | 8105.6026 |
Avg Daily Profit (%) | 0.3871 | 0.3191 | 0.068 | 0.2286 | 0.0718 | 0.2267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168831 | -60746 | -205329 | -10156622 | -5585401 | -8255523 |
Profit Factor | 1.669 | 2.4759 | 1.1877 | 1.2357 | 1.0177 | 1.4395 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 123 | 62 | 61 | 113 | 56 | 57 |
Losing Trades | 84 | 42 | 42 | 94 | 48 | 46 |
Profitability (%) | 59.4203 | 59.6154 | 59.2233 | 54.5894 | 53.8462 | 55.3398 |
Ratio Avg Win / Avg Loss | 1.1398 | 1.6772 | 0.8177 | 1.028 | 0.8723 | 1.1617 |
Largest Winning Trade | 128799 | 128799 | 53187 | 4038762 | 1943448 | 4038762 |
Largest Losing Trade | -157774 | -30107 | -157774 | -6394853 | -3112087 | -6394853 |
Avg Bars in Trades | 36 | 26 | 46 | 36 | 26 | 46 |
Avg Bars in Winners | 34 | 23 | 45 | 35 | 24 | 47 |
Avg Bars in Losers | 39 | 30 | 48 | 37 | 29 | 46 |
Bars Traded | 7581 | 2766 | 4815 | 7581 | 2766 | 4815 |
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 | 503723 | 540775 | -116960 | 347461 | -299282 | 346125 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 70, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 70, "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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