Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -994232.6089 | 235081.8568 | -1229314.4656 | 9259653.8703 | 18714123.1669 | -9454469.2966 |
Total P&L (%) | -994.2326 | 235.0819 | -1229.3145 | 9259.6539 | 18714.1232 | -9454.4693 |
Avg Daily Profit (%) | -0.536 | 0.1267 | -0.6627 | 0.245 | 0.2827 | 0 |
Buy And Hold Return (%) | 6406.5939 | 6406.5939 | 6406.5939 | 6406.5939 | 6406.5939 | 6406.5939 |
Max Trade Drawdown | -1272937 | -121915 | -1351439 | -21321434 | -8295365 | -18119645 |
Profit Factor | 0.4996 | 1.8123 | 0.2759 | 1.1177 | 1.8346 | 0.8319 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 144 | 71 | 73 | 88 | 46 | 42 |
Losing Trades | 44 | 23 | 21 | 100 | 48 | 52 |
Profitability (%) | 76.5957 | 75.5319 | 77.6596 | 46.8085 | 48.9362 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.1527 | 0.5871 | 0.0794 | 1.2701 | 1.9144 | 1.03 |
Largest Winning Trade | 57833 | 57833 | 40075 | 16664799 | 6894194 | 16664799 |
Largest Losing Trade | -612385 | -61788 | -612385 | -13699104 | -3646263 | -13699104 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 7 | 7 | 6 | 20 | 20 | 20 |
Avg Bars in Losers | 58 | 51 | 65 | 18 | 16 | 19 |
Bars Traded | 3602 | 1726 | 1875 | 3602 | 1726 | 1875 |
Profit Streak | 38.0354 | 71.0354 | 38.0354 | 38.0354 | 71.0354 | 38.0354 |
Trades During Streak | 7 | 6 | 3 | 7 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574471 | -183859 | -575508 | -108264 | 364876 | -579773 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 2, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 2 } } }
# | 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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