Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858361.6332 | 752298.8625 | 106062.7706 | 262831.4071 | -48946.0223 | 311777.4294 |
Total P&L (%) | 858.3616 | 752.2989 | 106.0628 | 262.8314 | -48.946 | 311.7774 |
Avg Daily Profit (%) | 0.3704 | 0.3246 | 0.0458 | 0.0556 | -0.029 | 0.0611 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175390 | -145967 | -180985 | -240173 | -316175 | -187328 |
Profit Factor | 1.6802 | 2.117 | 1.1803 | 1.1266 | 0.9585 | 1.3474 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 77 | 27 | 50 | 77 | 27 | 50 |
Losing Trades | 127 | 75 | 52 | 127 | 75 | 52 |
Profitability (%) | 37.7451 | 26.4706 | 49.0196 | 37.7451 | 26.4706 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.7713 | 5.8806 | 1.2275 | 1.8581 | 2.6625 | 1.4013 |
Largest Winning Trade | 384844 | 384844 | 49412 | 308294 | 308294 | 126202 |
Largest Losing Trade | -55202 | -28213 | -55202 | -187328 | -86794 | -187328 |
Avg Bars in Trades | 33 | 34 | 33 | 33 | 34 | 33 |
Avg Bars in Winners | 55 | 72 | 45 | 55 | 72 | 45 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 6923 | 3480 | 3444 | 6923 | 3480 | 3444 |
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 | 323244 | -10487 | -154691 | -202533 | -601615 | -111649 |
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{ "first_band": { "type": "ssf", "factors": { "length": 74, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 74, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "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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