Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634552.6241 | 659727.2562 | -25174.6321 | 102006.353 | 486004.782 | -383998.4291 |
Total P&L (%) | 634.5526 | 659.7273 | -25.1746 | 102.0064 | 486.0048 | -383.9984 |
Avg Daily Profit (%) | 0.341 | 0.3545 | -0.0135 | 0.0378 | 0.0951 | 0 |
Buy And Hold Return (%) | 107.9817 | 107.9817 | 107.9817 | 107.9817 | 107.9817 | 107.9817 |
Max Trade Drawdown | -120449 | -87556 | -143486 | -890425 | -355232 | -604096 |
Profit Factor | 1.677 | 2.4499 | 0.9478 | 1.0362 | 1.3914 | 0.7563 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 43.2432 | 44.6429 | 41.8182 | 43.2432 | 44.6429 | 41.8182 |
Ratio Avg Win / Avg Loss | 2.201 | 3.0379 | 1.3187 | 1.36 | 1.7254 | 1.0522 |
Largest Winning Trade | 238939 | 238939 | 77989 | 301761 | 301761 | 288287 |
Largest Losing Trade | -54128 | -38523 | -54128 | -353304 | -161939 | -353304 |
Avg Bars in Trades | 49 | 50 | 48 | 49 | 50 | 48 |
Avg Bars in Winners | 76 | 75 | 78 | 76 | 75 | 78 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 5464 | 2822 | 2642 | 5464 | 2822 | 2642 |
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 | 336160 | -168705 | -762348 | -491229 | -248227 | -762348 |
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{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 35, "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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