Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580677.407 | 648424.9738 | -67747.5668 | -41897.2539 | 597443.8127 | -639341.0666 |
Total P&L (%) | 580.6774 | 648.425 | -67.7476 | -41.8973 | 597.4438 | -639.3411 |
Avg Daily Profit (%) | 0.2556 | 0.2854 | -0.0298 | -0.0239 | 0.0855 | 0 |
Buy And Hold Return (%) | 65.8375 | 65.8375 | 65.8375 | 65.8375 | 65.8375 | 65.8375 |
Max Trade Drawdown | -165144 | -154169 | -200275 | -957524 | -603752 | -799216 |
Profit Factor | 1.5266 | 2.1746 | 0.877 | 0.9868 | 1.4019 | 0.6227 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 44.3243 | 39.7849 | 48.913 | 44.3243 | 39.7849 | 48.913 |
Ratio Avg Win / Avg Loss | 1.9175 | 3.2913 | 0.916 | 1.2396 | 2.1218 | 0.6504 |
Largest Winning Trade | 391826 | 391826 | 50066 | 767399 | 767399 | 274022 |
Largest Losing Trade | -68810 | -38925 | -68810 | -275383 | -275383 | -222370 |
Avg Bars in Trades | 36 | 32 | 40 | 36 | 32 | 40 |
Avg Bars in Winners | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Losers | 23 | 21 | 24 | 23 | 21 | 24 |
Bars Traded | 6720 | 3015 | 3705 | 6720 | 3015 | 3705 |
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 | 354743 | 310553 | -581509 | -580349 | -80819 | -581509 |
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{ "first_band": { "type": "ssf", "factors": { "length": 121, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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