Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3546585.0496 | 3366132.9432 | 180452.1064 | 22155862.9684 | 9189118.8793 | 12966744.0891 |
Total P&L (%) | 3546.5851 | 3366.1329 | 180.4521 | 22155.863 | 9189.1189 | 12966.7441 |
Avg Daily Profit (%) | 1.6004 | 1.519 | 0.0814 | 0.2442 | 0.2047 | 0.2201 |
Buy And Hold Return (%) | 268.0485 | 268.0485 | 268.0485 | 268.0485 | 268.0485 | 268.0485 |
Max Trade Drawdown | -78784 | -64531 | -54318 | -22519979 | -19312045 | -17203333 |
Profit Factor | 7.7749 | 13.9883 | 1.6827 | 1.2394 | 1.1941 | 1.2869 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 44.3182 | 45.4545 | 43.1818 | 44.3182 | 45.4545 | 43.1818 |
Ratio Avg Win / Avg Loss | 9.7685 | 16.786 | 2.2141 | 1.5572 | 1.4329 | 1.6933 |
Largest Winning Trade | 3108978 | 3108978 | 51556 | 18871437 | 18871437 | 11665712 |
Largest Losing Trade | -40158 | -40158 | -37593 | -7865372 | -7865372 | -4825652 |
Avg Bars in Trades | 48 | 38 | 58 | 48 | 38 | 58 |
Avg Bars in Winners | 80 | 56 | 106 | 80 | 56 | 106 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 4263 | 1690 | 2573 | 4263 | 1690 | 2573 |
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 | 734920 | 741929 | -249414 | 261572 | -635 | 242343 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 17, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 17, "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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