Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436851.7283 | 231859.2576 | 204992.4708 | 2072491.6692 | 555091.304 | 1517400.3652 |
Total P&L (%) | 436.8517 | 231.8593 | 204.9925 | 2072.4917 | 555.0913 | 1517.4004 |
Avg Daily Profit (%) | 0.4194 | 0.2226 | 0.1968 | 0.296 | 0.1806 | 0.2676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90200 | -72648 | -47580 | -2022870 | -2097115 | -1032480 |
Profit Factor | 1.397 | 1.4053 | 1.3881 | 1.1191 | 1.0631 | 1.1764 |
Total Trades | 635 | 317 | 318 | 635 | 317 | 318 |
Winning Trades | 313 | 148 | 165 | 313 | 148 | 165 |
Losing Trades | 322 | 169 | 153 | 322 | 169 | 153 |
Profitability (%) | 49.2913 | 46.6877 | 51.8868 | 49.2913 | 46.6877 | 51.8868 |
Ratio Avg Win / Avg Loss | 1.4372 | 1.6047 | 1.2871 | 1.1513 | 1.2139 | 1.0908 |
Largest Winning Trade | 54000 | 54000 | 26047 | 707462 | 478385 | 707462 |
Largest Losing Trade | -25634 | -17218 | -25634 | -506839 | -506839 | -455664 |
Avg Bars in Trades | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Winners | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
Bars Traded | 24886 | 11643 | 13243 | 24886 | 11643 | 13243 |
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 | 475728 | 340798 | 344433 | -77618 | -143440 | -16548 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } } }
# | 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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