Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219697.4942 | 232364.4016 | -12666.9074 | -9379.6518 | 91453.8266 | -100833.4784 |
Total P&L (%) | 219.6975 | 232.3644 | -12.6669 | -9.3797 | 91.4538 | -100.8335 |
Avg Daily Profit (%) | 0.18 | 0.1904 | -0.0104 | -0.0081 | 0.0532 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99329 | -77445 | -128732 | -123477 | -65031 | -147617 |
Profit Factor | 1.187 | 1.4099 | 0.9792 | 0.9889 | 1.237 | 0.7808 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 168 | 88 | 80 | 168 | 88 | 80 |
Losing Trades | 170 | 81 | 89 | 170 | 81 | 89 |
Profitability (%) | 49.7041 | 52.071 | 47.3373 | 49.7041 | 52.071 | 47.3373 |
Ratio Avg Win / Avg Loss | 1.2011 | 1.2977 | 1.0893 | 1.0007 | 1.1386 | 0.8686 |
Largest Winning Trade | 51981 | 51981 | 40236 | 25191 | 20617 | 25191 |
Largest Losing Trade | -63622 | -37368 | -63622 | -67233 | -27857 | -67233 |
Avg Bars in Trades | 42 | 46 | 38 | 42 | 46 | 38 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 39 | 45 | 33 | 39 | 45 | 33 |
Bars Traded | 14385 | 7882 | 6503 | 14385 | 7882 | 6503 |
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 | -5750 | 320120 | -579817 | -577459 | -121547 | -581483 |
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{ "first_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 93, "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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