Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526235.4937 | 428240.5623 | 97994.9313 | 845547.3492 | 627841.3654 | 217705.9839 |
Total P&L (%) | 526.2355 | 428.2406 | 97.9949 | 845.5473 | 627.8414 | 217.706 |
Avg Daily Profit (%) | 0.21 | 0.1709 | 0.0391 | 0.0897 | 0.0792 | 0.0461 |
Buy And Hold Return (%) | 52.0279 | 52.0279 | 52.0279 | 52.0279 | 52.0279 | 52.0279 |
Max Trade Drawdown | -73813 | -82009 | -97658 | -813868 | -527936 | -384956 |
Profit Factor | 1.4537 | 1.7022 | 1.1782 | 1.1607 | 1.2219 | 1.0895 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 183 | 93 | 90 | 183 | 93 | 90 |
Profitability (%) | 40.1961 | 39.2157 | 41.1765 | 40.1961 | 39.2157 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.1628 | 2.6384 | 1.6831 | 1.7269 | 1.894 | 1.5565 |
Largest Winning Trade | 90988 | 90988 | 42092 | 437142 | 437142 | 283899 |
Largest Losing Trade | -35550 | -26404 | -35550 | -300473 | -190178 | -300473 |
Avg Bars in Trades | 24 | 26 | 22 | 24 | 26 | 22 |
Avg Bars in Winners | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Losers | 14 | 16 | 13 | 14 | 16 | 13 |
Bars Traded | 7450 | 4081 | 3369 | 7450 | 4081 | 3369 |
Profit Streak | 49.5391 | 50.2057 | 49.5391 | 49.5391 | 50.2057 | 49.5391 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335278 | 269738 | -174118 | -116342 | -89113 | -256609 |
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } } }
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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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