Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068281.692 | 934077.916 | 134203.776 | 17217151.1217 | 18014644.6797 | -797493.558 |
Total P&L (%) | 1068.2817 | 934.0779 | 134.2038 | 17217.1511 | 18014.6447 | -797.4936 |
Avg Daily Profit (%) | 0.4273 | 0.3736 | 0.0537 | 0.2064 | 0.2082 | 0 |
Buy And Hold Return (%) | 659.7641 | 659.7641 | 659.7641 | 659.7641 | 659.7641 | 659.7641 |
Max Trade Drawdown | -172430 | -118276 | -85789 | -9514770 | -4158239 | -5705555 |
Profit Factor | 2.348 | 3.1283 | 1.3795 | 1.5952 | 2.2882 | 0.9466 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 118 | 63 | 55 | 118 | 63 | 55 |
Profitability (%) | 49.1379 | 45.6897 | 52.5862 | 49.1379 | 45.6897 | 52.5862 |
Ratio Avg Win / Avg Loss | 2.4303 | 3.7185 | 1.2438 | 1.6512 | 2.7199 | 0.8535 |
Largest Winning Trade | 382190 | 382190 | 57337 | 13114989 | 13114989 | 2125271 |
Largest Losing Trade | -32347 | -32347 | -31765 | -5705555 | -2944318 | -5705555 |
Avg Bars in Trades | 42 | 52 | 32 | 42 | 52 | 32 |
Avg Bars in Winners | 58 | 77 | 41 | 58 | 77 | 41 |
Avg Bars in Losers | 26 | 31 | 21 | 26 | 31 | 21 |
Bars Traded | 9854 | 6096 | 3757 | 9854 | 6096 | 3757 |
Profit Streak | 60.7044 | 154.2044 | 60.7044 | 60.7044 | 154.2044 | 60.7044 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 264722 | -21406 | -285372 | 483118 | 431427 | -579712 |
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{ "first_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 99, "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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