Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63679.1112 | 33947.8712 | 29731.24 | 44265.7713 | 23536.1833 | 20729.5881 |
Total P&L (%) | 63.6791 | 33.9479 | 29.7312 | 44.2658 | 23.5362 | 20.7296 |
Avg Daily Profit (%) | 0.2445 | 0.1304 | 0.1142 | 0.1408 | 0.0812 | 0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50748 | -24496 | -59308 | -78051 | -38952 | -81887 |
Profit Factor | 1.2507 | 1.268 | 1.2335 | 1.1317 | 1.1392 | 1.1241 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 68.2171 | 67.1875 | 69.2308 | 68.2171 | 67.1875 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.5827 | 0.6193 | 0.5482 | 0.5273 | 0.5563 | 0.4996 |
Largest Winning Trade | 16276 | 16276 | 11995 | 22210 | 22210 | 11995 |
Largest Losing Trade | -25734 | -18487 | -25734 | -29573 | -29455 | -29573 |
Avg Bars in Trades | 191 | 190 | 192 | 191 | 190 | 192 |
Avg Bars in Winners | 120 | 119 | 121 | 120 | 119 | 121 |
Avg Bars in Losers | 343 | 335 | 351 | 343 | 335 | 351 |
Bars Traded | 24681 | 12167 | 12514 | 24681 | 12167 | 12514 |
Profit Streak | 8.6874 | 15.5937 | 8.6874 | 8.6874 | 15.5937 | 8.6874 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312754 | -160291 | -174739 | -81203 | -294925 | -317398 |
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{ "first_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 50, "offset": 0, "a": 0.05783 } } }
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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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