Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677743.8722 | 318031.2892 | 359712.583 | 26036660.7989 | 12998756.5684 | 13037904.2305 |
Total P&L (%) | 677.7439 | 318.0313 | 359.7126 | 26036.6608 | 12998.7566 | 13037.9042 |
Avg Daily Profit (%) | 0.6653 | 0.3122 | 0.3531 | 0.5479 | 0.4797 | 0.48 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57451 | -38063 | -27933 | -10048094 | -6307509 | -5194233 |
Profit Factor | 5.3259 | 4.4423 | 6.5958 | 2.7338 | 2.9387 | 2.5686 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 72.3077 | 66.6667 | 78.125 | 72.3077 | 66.6667 | 78.125 |
Ratio Avg Win / Avg Loss | 2.0397 | 2.2211 | 1.8468 | 1.047 | 1.4694 | 0.7192 |
Largest Winning Trade | 65958 | 65958 | 48246 | 9485837 | 9485837 | 5852429 |
Largest Losing Trade | -26723 | -24555 | -26723 | -4190695 | -3792086 | -4190695 |
Avg Bars in Trades | 43 | 27 | 59 | 43 | 27 | 59 |
Avg Bars in Winners | 47 | 29 | 63 | 47 | 29 | 63 |
Avg Bars in Losers | 33 | 24 | 47 | 33 | 24 | 47 |
Bars Traded | 2834 | 916 | 1918 | 2834 | 916 | 1918 |
Profit Streak | 108.3386 | 110.0053 | 108.3386 | 108.3386 | 110.0053 | 108.3386 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111555 | 711727 | 807316 | -116487 | 674401 | 630652 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 177, "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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