Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460968.2683 | 389119.1189 | 71849.1494 | 182922.5184 | 915026.9634 | -732104.445 |
Total P&L (%) | 460.9683 | 389.1191 | 71.8491 | 182.9225 | 915.027 | -732.1044 |
Avg Daily Profit (%) | 0.2849 | 0.2405 | 0.0444 | 0.0643 | 0.1433 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222897 | -177957 | -118199 | -5009660 | -2763002 | -4075940 |
Profit Factor | 1.4127 | 1.7318 | 1.1227 | 1.0126 | 1.1405 | 0.9085 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 40.1015 | 37.7551 | 42.4242 | 40.1015 | 37.7551 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.11 | 2.8551 | 1.5237 | 1.5125 | 1.8803 | 1.2329 |
Largest Winning Trade | 224356 | 224356 | 41772 | 917066 | 718405 | 917066 |
Largest Losing Trade | -34331 | -33852 | -34331 | -1049070 | -849246 | -1049070 |
Avg Bars in Trades | 97 | 103 | 91 | 97 | 103 | 91 |
Avg Bars in Winners | 133 | 141 | 127 | 133 | 141 | 127 |
Avg Bars in Losers | 72 | 80 | 65 | 72 | 80 | 65 |
Bars Traded | 19189 | 10117 | 9072 | 19189 | 10117 | 9072 |
Profit Streak | 499.2688 | 504.9354 | 499.2688 | 499.2688 | 504.9354 | 499.2688 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301405 | 244054 | -220645 | -314485 | -70632 | -581763 |
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{ "first_band": { "type": "t3", "factors": { "length": 67, "offset": 0, "a": 0.72497 } }, "second_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } } }
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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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