Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196454.7584 | 119729.5767 | 76725.1817 | 356361.0989 | 184948.6611 | 171412.4378 |
Total P&L (%) | 196.4548 | 119.7296 | 76.7252 | 356.3611 | 184.9487 | 171.4124 |
Avg Daily Profit (%) | 0.492 | 0.2998 | 0.1921 | 0.3809 | 0.2626 | 0.2504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57387 | -33374 | -37844 | -228583 | -137188 | -152809 |
Profit Factor | 1.6634 | 1.8529 | 1.4926 | 1.4672 | 1.5194 | 1.4215 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 43.5028 | 44.9438 | 42.0455 | 43.5028 | 44.9438 | 42.0455 |
Ratio Avg Win / Avg Loss | 2.1603 | 2.2698 | 2.0574 | 1.9055 | 1.8613 | 1.9594 |
Largest Winning Trade | 49478 | 49478 | 22345 | 86367 | 86367 | 79498 |
Largest Losing Trade | -23335 | -12830 | -23335 | -99492 | -56419 | -99492 |
Avg Bars in Trades | 104 | 103 | 105 | 104 | 103 | 105 |
Avg Bars in Winners | 161 | 150 | 173 | 161 | 150 | 173 |
Avg Bars in Losers | 61 | 65 | 56 | 61 | 65 | 56 |
Bars Traded | 18546 | 9247 | 9299 | 18546 | 9247 | 9299 |
Profit Streak | 0 | 0 | 156.5331 | 0 | 0 | 156.5331 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385672 | 315129 | 234847 | 317882 | 268368 | 237124 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "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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