Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187020.1168 | 106947.0356 | 80073.0812 | 45042.1137 | 6053.8454 | 38988.2684 |
Total P&L (%) | 187.0201 | 106.947 | 80.0731 | 45.0421 | 6.0538 | 38.9883 |
Avg Daily Profit (%) | 0.1828 | 0.1045 | 0.0783 | 0.0364 | 0.0057 | 0.0322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74701 | -89782 | -74904 | -141472 | -149910 | -64684 |
Profit Factor | 1.3678 | 1.4007 | 1.3314 | 1.0762 | 1.0181 | 1.1514 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 54.6392 | 52.0833 | 57.1429 | 54.6392 | 52.0833 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1355 | 1.2887 | 0.9986 | 0.8934 | 0.9367 | 0.8636 |
Largest Winning Trade | 38032 | 38032 | 26937 | 47713 | 47713 | 34672 |
Largest Losing Trade | -56357 | -46421 | -56357 | -69914 | -69914 | -55653 |
Avg Bars in Trades | 60 | 77 | 45 | 60 | 77 | 45 |
Avg Bars in Winners | 58 | 71 | 47 | 58 | 71 | 47 |
Avg Bars in Losers | 63 | 83 | 42 | 63 | 83 | 42 |
Bars Traded | 5913 | 3701 | 2212 | 5913 | 3701 | 2212 |
Profit Streak | 8.3257 | 0 | 9.8257 | 8.3257 | 0 | 9.8257 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342163 | -52357 | -88146 | -282965 | -552802 | -206162 |
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{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 112, "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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