Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267564.3835 | 68713.8173 | 198850.5662 | 55877.3259 | 44721.9501 | 11155.3758 |
Total P&L (%) | 267.5644 | 68.7138 | 198.8506 | 55.8773 | 44.722 | 11.1554 |
Avg Daily Profit (%) | 0.206 | 0.0529 | 0.1531 | 0.0342 | 0.0285 | 0.0081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165333 | -84968 | -91368 | -262535 | -165255 | -247167 |
Profit Factor | 1.5619 | 1.2809 | 1.8586 | 1.0693 | 1.1191 | 1.0259 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 59.7015 | 50 | 69.697 | 59.7015 | 50 | 69.697 |
Ratio Avg Win / Avg Loss | 1.0543 | 1.2809 | 0.8081 | 0.7218 | 1.1191 | 0.446 |
Largest Winning Trade | 60696 | 60696 | 57601 | 103902 | 103902 | 53057 |
Largest Losing Trade | -73297 | -32907 | -73297 | -247167 | -52780 | -247167 |
Avg Bars in Trades | 37 | 24 | 50 | 37 | 24 | 50 |
Avg Bars in Winners | 35 | 14 | 51 | 35 | 14 | 51 |
Avg Bars in Losers | 38 | 33 | 47 | 38 | 33 | 47 |
Bars Traded | 2488 | 824 | 1664 | 2488 | 824 | 1664 |
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 | -110385 | -122135 | 377933 | -413872 | -245875 | -502966 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 67, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 67, "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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