Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739448.7636 | 750067.7066 | -10618.943 | -56158.5559 | 181849.5553 | -238008.1112 |
Total P&L (%) | 739.4488 | 750.0677 | -10.6189 | -56.1586 | 181.8496 | -238.0081 |
Avg Daily Profit (%) | 0.3198 | 0.3244 | -0.0046 | -0.0357 | 0.0448 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191392 | -155081 | -188545 | -323666 | -158420 | -323483 |
Profit Factor | 1.619 | 2.2421 | 0.982 | 0.9479 | 1.3858 | 0.607 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 39.5522 | 35.8209 | 43.2836 | 39.5522 | 35.8209 | 43.2836 |
Ratio Avg Win / Avg Loss | 2.4743 | 4.0172 | 1.2868 | 1.4486 | 2.4828 | 0.7954 |
Largest Winning Trade | 367542 | 367542 | 63042 | 204592 | 204592 | 64270 |
Largest Losing Trade | -66430 | -52617 | -66430 | -157595 | -68668 | -157595 |
Avg Bars in Trades | 101 | 104 | 99 | 101 | 104 | 99 |
Avg Bars in Winners | 168 | 186 | 154 | 168 | 186 | 154 |
Avg Bars in Losers | 58 | 58 | 57 | 58 | 58 | 57 |
Bars Traded | 13667 | 6994 | 6673 | 13667 | 6994 | 6673 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303066 | -109103 | -698681 | -582819 | -253796 | -700348 |
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "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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