Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178262.0759 | 109753.6013 | 68508.4745 | 292422.4991 | 228288.9441 | 64133.555 |
Total P&L (%) | 178.2621 | 109.7536 | 68.5085 | 292.4225 | 228.2889 | 64.1336 |
Avg Daily Profit (%) | 0.6694 | 0.4121 | 0.2573 | 0.5147 | 0.4474 | 0.1862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48508 | -27233 | -48012 | -186514 | -95446 | -169595 |
Profit Factor | 1.483 | 1.7058 | 1.3208 | 1.3662 | 1.714 | 1.1339 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 51.2097 | 48.3871 | 54.0323 | 51.2097 | 48.3871 | 54.0323 |
Ratio Avg Win / Avg Loss | 1.413 | 1.8195 | 1.1237 | 1.3016 | 1.8283 | 0.9647 |
Largest Winning Trade | 32766 | 32766 | 25013 | 101459 | 101459 | 66442 |
Largest Losing Trade | -19034 | -8756 | -19034 | -80647 | -26070 | -80647 |
Avg Bars in Trades | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Winners | 62 | 67 | 57 | 62 | 67 | 57 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 12625 | 6465 | 6160 | 12625 | 6465 | 6160 |
Profit Streak | 266.0783 | 268.87 | 0 | 266.0783 | 268.87 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486071 | 424365 | 257149 | 412763 | 435782 | -68853 |
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "offset": 22 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 42, "offset": 22 } } }
# | 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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