Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273776.016 | 79029.4475 | 194746.5685 | -1021.651 | -346304.7713 | 345283.1202 |
Total P&L (%) | 273.776 | 79.0294 | 194.7466 | -1.0217 | -346.3048 | 345.2831 |
Avg Daily Profit (%) | 0.165 | 0.0476 | 0.1173 | -0.0006 | 0 | 0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151423 | -144320 | -93875 | -755192 | -737851 | -480008 |
Profit Factor | 1.3285 | 1.1524 | 1.6188 | 0.9996 | 0.792 | 1.3319 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Losing Trades | 75 | 45 | 30 | 75 | 45 | 30 |
Profitability (%) | 51.9231 | 42.3077 | 61.5385 | 51.9231 | 42.3077 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.2301 | 1.5714 | 1.0118 | 0.9256 | 1.08 | 0.8325 |
Largest Winning Trade | 130517 | 130517 | 39546 | 203120 | 203120 | 173594 |
Largest Losing Trade | -57228 | -57228 | -53510 | -355928 | -307577 | -355928 |
Avg Bars in Trades | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Winners | 23 | 28 | 19 | 23 | 28 | 19 |
Avg Bars in Losers | 40 | 42 | 36 | 40 | 42 | 36 |
Bars Traded | 4906 | 2873 | 2033 | 4906 | 2873 | 2033 |
Profit Streak | 48.8722 | 48.8722 | 65.8722 | 48.8722 | 48.8722 | 65.8722 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367060 | -217583 | -65421 | -578161 | -615571 | -105175 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 103, "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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