Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480066.4017 | 434996.7164 | 45069.6853 | 310031.7069 | 187585.9721 | 122445.7348 |
Total P&L (%) | 480.0664 | 434.9967 | 45.0697 | 310.0317 | 187.586 | 122.4457 |
Avg Daily Profit (%) | 0.1917 | 0.1737 | 0.018 | 0.0564 | 0.0422 | 0.0319 |
Buy And Hold Return (%) | 29.8737 | 29.8737 | 29.8737 | 29.8737 | 29.8737 | 29.8737 |
Max Trade Drawdown | -166027 | -105639 | -90776 | -433345 | -438741 | -417159 |
Profit Factor | 1.7004 | 2.3498 | 1.1241 | 1.1719 | 1.2039 | 1.1385 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 57.9545 | 61.3636 | 54.5455 | 57.9545 | 61.3636 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2336 | 1.4795 | 0.9368 | 0.8502 | 0.758 | 0.9488 |
Largest Winning Trade | 168507 | 168507 | 72734 | 192070 | 192070 | 155591 |
Largest Losing Trade | -46444 | -46444 | -45871 | -298686 | -298686 | -204534 |
Avg Bars in Trades | 55 | 35 | 74 | 55 | 35 | 74 |
Avg Bars in Winners | 50 | 29 | 73 | 50 | 29 | 73 |
Avg Bars in Losers | 62 | 46 | 75 | 62 | 46 | 75 |
Bars Traded | 4845 | 1571 | 3274 | 4845 | 1571 | 3274 |
Profit Streak | 0 | 0 | 69.6518 | 0 | 0 | 69.6518 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393371 | 442504 | -263453 | -149523 | -137675 | -220971 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } } }
# | 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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