Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267036.9541 | 50917.4263 | 216119.5278 | 365136.1125 | 20805.3094 | 344330.8031 |
Total P&L (%) | 267.037 | 50.9174 | 216.1195 | 365.1361 | 20.8053 | 344.3308 |
Avg Daily Profit (%) | 0.2573 | 0.0491 | 0.2082 | 0.1482 | 0.0182 | 0.1438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71808 | -72858 | -43774 | -160423 | -178135 | -112847 |
Profit Factor | 1.9596 | 1.2769 | 3.29 | 1.5962 | 1.0541 | 2.5122 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 64.5161 | 58.0645 | 70.9677 | 64.5161 | 58.0645 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.0778 | 0.9222 | 1.3459 | 0.8779 | 0.7613 | 1.0277 |
Largest Winning Trade | 55018 | 55018 | 37981 | 90914 | 79968 | 90914 |
Largest Losing Trade | -54347 | -54347 | -32811 | -149465 | -149465 | -84096 |
Avg Bars in Trades | 63 | 59 | 67 | 63 | 59 | 67 |
Avg Bars in Winners | 49 | 39 | 57 | 49 | 39 | 57 |
Avg Bars in Losers | 88 | 87 | 90 | 88 | 87 | 90 |
Bars Traded | 3930 | 1851 | 2079 | 3930 | 1851 | 2079 |
Profit Streak | 36.064 | 38.814 | 36.064 | 36.064 | 38.814 | 36.064 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144905 | -128404 | 579279 | -150609 | -335598 | 208918 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 166, "offset": 58, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 166, "offset": 58, "poles": 3 } } }
# | 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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