Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330568.0686 | 356614.7609 | -26046.6923 | -33752.495 | 158632.1564 | -192384.6514 |
Total P&L (%) | 330.5681 | 356.6148 | -26.0467 | -33.7525 | 158.6322 | -192.3847 |
Avg Daily Profit (%) | 0.1721 | 0.1857 | -0.0136 | -0.0214 | 0.0495 | 0 |
Buy And Hold Return (%) | 23.484 | 23.484 | 23.484 | 23.484 | 23.484 | 23.484 |
Max Trade Drawdown | -106995 | -106121 | -133195 | -389122 | -323520 | -362684 |
Profit Factor | 1.3295 | 1.7971 | 0.9531 | 0.9862 | 1.1358 | 0.8486 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 54.5455 | 50.7042 | 58.3333 | 54.5455 | 50.7042 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.1079 | 1.7472 | 0.6808 | 0.8218 | 1.1043 | 0.6061 |
Largest Winning Trade | 96294 | 96294 | 67072 | 153985 | 153985 | 108744 |
Largest Losing Trade | -55057 | -41103 | -55057 | -131104 | -118355 | -131104 |
Avg Bars in Trades | 78 | 59 | 96 | 78 | 59 | 96 |
Avg Bars in Winners | 92 | 69 | 112 | 92 | 69 | 112 |
Avg Bars in Losers | 61 | 49 | 75 | 61 | 49 | 75 |
Bars Traded | 11215 | 4237 | 6978 | 11215 | 4237 | 6978 |
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 | 310123 | -75959 | -658878 | -579810 | -284960 | -658878 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 3 } } }
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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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