Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416106.0837 | 125741.608 | 290364.4757 | -683902.542 | 469903.2164 | -1153805.7584 |
Total P&L (%) | 416.1061 | 125.7416 | 290.3645 | -683.9025 | 469.9032 | -1153.8058 |
Avg Daily Profit (%) | 0.2743 | 0.0829 | 0.1914 | 0 | 0.1148 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153349 | -38136 | -152382 | -2254934 | -200491 | -2200802 |
Profit Factor | 2.4359 | 2.1441 | 2.6143 | 0.7731 | 1.8831 | 0.5352 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 19 | 27 | 36 | 18 | 18 |
Losing Trades | 23 | 15 | 8 | 33 | 16 | 17 |
Profitability (%) | 66.6667 | 55.8824 | 77.1429 | 52.1739 | 52.9412 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.218 | 1.6927 | 0.7746 | 0.7087 | 1.6738 | 0.5055 |
Largest Winning Trade | 44330 | 33451 | 44330 | 227732 | 206106 | 227732 |
Largest Losing Trade | -108281 | -27471 | -108281 | -1712629 | -115645 | -1712629 |
Avg Bars in Trades | 41 | 19 | 62 | 41 | 19 | 62 |
Avg Bars in Winners | 44 | 18 | 62 | 41 | 22 | 61 |
Avg Bars in Losers | 35 | 22 | 61 | 41 | 17 | 63 |
Bars Traded | 2860 | 678 | 2182 | 2860 | 678 | 2182 |
Profit Streak | 97.0136 | 0 | 340.5136 | 0 | 327.5136 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91493 | -77187 | 527342 | -686495 | -34177 | -580602 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 175, "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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