Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366368.6139 | 333749.5943 | 32619.0195 | -98682.2876 | 113609.1268 | -212291.4144 |
Total P&L (%) | 366.3686 | 333.7496 | 32.619 | -98.6823 | 113.6091 | -212.2914 |
Avg Daily Profit (%) | 0.1963 | 0.1789 | 0.0175 | -0.2317 | 0.0407 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115064 | -79671 | -146541 | -622872 | -65858 | -591411 |
Profit Factor | 1.4573 | 2.2428 | 1.0613 | 0.9084 | 1.4701 | 0.746 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 69 | 37 | 32 | 55 | 31 | 24 |
Losing Trades | 48 | 22 | 26 | 62 | 28 | 34 |
Profitability (%) | 58.9744 | 62.7119 | 55.1724 | 47.0085 | 52.5424 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.0138 | 1.3335 | 0.8623 | 1.024 | 1.3279 | 1.0568 |
Largest Winning Trade | 72098 | 70218 | 72098 | 198308 | 50597 | 198308 |
Largest Losing Trade | -114392 | -29469 | -114392 | -254745 | -44680 | -254745 |
Avg Bars in Trades | 46 | 33 | 59 | 46 | 33 | 59 |
Avg Bars in Winners | 36 | 28 | 46 | 48 | 32 | 69 |
Avg Bars in Losers | 59 | 41 | 75 | 43 | 34 | 51 |
Bars Traded | 5382 | 1956 | 3426 | 5382 | 1956 | 3426 |
Profit Streak | 32.3506 | 32.3506 | 75.0173 | 32.3506 | 32.3506 | 75.0173 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399816 | -163893 | -505612 | -578967 | -313250 | -761553 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "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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