Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 843312.5792 | 771241.7507 | 72070.8285 | 4131738.2571 | 4102078.9286 | 29659.3284 |
Total P&L (%) | 843.3126 | 771.2418 | 72.0708 | 4131.7383 | 4102.0789 | 29.6593 |
Avg Daily Profit (%) | 0.3373 | 0.3084 | 0.0288 | 0.1499 | 0.1496 | 0.0104 |
Buy And Hold Return (%) | 704.4977 | 704.4977 | 704.4977 | 704.4977 | 704.4977 | 704.4977 |
Max Trade Drawdown | -100312 | -87411 | -63579 | -1247605 | -1173091 | -611791 |
Profit Factor | 2.3812 | 3.2135 | 1.2749 | 1.8496 | 2.4301 | 1.0149 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 48.227 | 51.4286 | 45.0704 | 48.227 | 51.4286 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.5563 | 3.035 | 1.5538 | 1.9856 | 2.2951 | 1.2369 |
Largest Winning Trade | 308205 | 308205 | 57636 | 2832514 | 2832514 | 259101 |
Largest Losing Trade | -57782 | -26221 | -57782 | -744136 | -744136 | -304309 |
Avg Bars in Trades | 34 | 42 | 26 | 34 | 42 | 26 |
Avg Bars in Winners | 48 | 59 | 37 | 48 | 59 | 37 |
Avg Bars in Losers | 20 | 25 | 16 | 20 | 25 | 16 |
Bars Traded | 4826 | 2975 | 1851 | 4826 | 2975 | 1851 |
Profit Streak | 74.3823 | 118.3823 | 74.3823 | 74.3823 | 118.3823 | 74.3823 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90080 | -214233 | -407151 | 391185 | -82103 | -636944 |
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{ "first_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 83, "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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