Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721974.4751 | 734900.3081 | -12925.8331 | 277413.1492 | 193253.4822 | 84159.667 |
Total P&L (%) | 721.9745 | 734.9003 | -12.9258 | 277.4131 | 193.2535 | 84.1597 |
Avg Daily Profit (%) | 0.391 | 0.398 | -0.007 | 0.072 | 0.0583 | 0.0331 |
Buy And Hold Return (%) | 133.5411 | 133.5411 | 133.5411 | 133.5411 | 133.5411 | 133.5411 |
Max Trade Drawdown | -142217 | -91168 | -164331 | -2193796 | -1378516 | -1595619 |
Profit Factor | 2.1538 | 3.8076 | 0.9645 | 1.0543 | 1.0797 | 1.0313 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 47.8261 | 51.4286 | 44.1176 | 47.8261 | 51.4286 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.3496 | 3.5961 | 1.2217 | 1.1501 | 1.0197 | 1.3064 |
Largest Winning Trade | 455641 | 455641 | 75774 | 928848 | 469258 | 928848 |
Largest Losing Trade | -57810 | -34231 | -57810 | -691407 | -576427 | -691407 |
Avg Bars in Trades | 100 | 92 | 108 | 100 | 92 | 108 |
Avg Bars in Winners | 138 | 106 | 175 | 138 | 106 | 175 |
Avg Bars in Losers | 66 | 78 | 56 | 66 | 78 | 56 |
Bars Traded | 6956 | 3254 | 3702 | 6956 | 3254 | 3702 |
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 | -94418 | 569815 | -581416 | -371172 | -274410 | -502853 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "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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