Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753291.4126 | 717856.8533 | 35434.5593 | 599284.4813 | 439706.5657 | 159577.9157 |
Total P&L (%) | 753.2914 | 717.8569 | 35.4346 | 599.2845 | 439.7066 | 159.5779 |
Avg Daily Profit (%) | 0.41 | 0.3907 | 0.0193 | 0.1059 | 0.0918 | 0.0519 |
Buy And Hold Return (%) | 129.583 | 129.583 | 129.583 | 129.583 | 129.583 | 129.583 |
Max Trade Drawdown | -109804 | -85743 | -103061 | -309534 | -270509 | -232102 |
Profit Factor | 2.3358 | 3.8342 | 1.1141 | 1.4264 | 1.6019 | 1.2364 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 42.7083 | 41.6667 | 43.75 | 42.7083 | 41.6667 | 43.75 |
Ratio Avg Win / Avg Loss | 3.1334 | 5.3679 | 1.4324 | 1.9134 | 2.2427 | 1.5896 |
Largest Winning Trade | 596346 | 596346 | 44492 | 238583 | 238583 | 122803 |
Largest Losing Trade | -28538 | -26871 | -28538 | -146794 | -146794 | -107816 |
Avg Bars in Trades | 56 | 59 | 52 | 56 | 59 | 52 |
Avg Bars in Winners | 83 | 85 | 81 | 83 | 85 | 81 |
Avg Bars in Losers | 35 | 41 | 30 | 35 | 41 | 30 |
Bars Traded | 5398 | 2867 | 2531 | 5398 | 2867 | 2531 |
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 | 392753 | 449361 | -430265 | -53455 | -73290 | -218865 |
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "offset": 0 } } }
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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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