Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332579.7802 | 255369.5432 | 77210.237 | 56778.4883 | 214746.5076 | -157968.0193 |
Total P&L (%) | 332.5798 | 255.3695 | 77.2102 | 56.7785 | 214.7465 | -157.968 |
Avg Daily Profit (%) | 0.3215 | 0.2469 | 0.0746 | 0.0435 | 0.1109 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201600 | -126074 | -125023 | -287045 | -116934 | -224173 |
Profit Factor | 1.5708 | 1.8521 | 1.2729 | 1.0673 | 1.5906 | 0.6714 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 41.6667 | 39.5833 | 43.75 | 41.6667 | 39.5833 | 43.75 |
Ratio Avg Win / Avg Loss | 2.1991 | 2.8269 | 1.6366 | 1.4942 | 2.4278 | 0.8632 |
Largest Winning Trade | 187620 | 187620 | 47517 | 201571 | 201571 | 47430 |
Largest Losing Trade | -46368 | -24265 | -46368 | -143280 | -40868 | -143280 |
Avg Bars in Trades | 63 | 61 | 66 | 63 | 61 | 66 |
Avg Bars in Winners | 95 | 89 | 101 | 95 | 89 | 101 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 6105 | 2937 | 3168 | 6105 | 2937 | 3168 |
Profit Streak | 0 | 0 | 33.3887 | 0 | 0 | 33.3887 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306882 | 272667 | -94064 | -285256 | -45934 | -582578 |
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{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 36, "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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