Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569395.6722 | 495763.8415 | 73631.8307 | 433445.0208 | 276364.1999 | 157080.8209 |
Total P&L (%) | 569.3957 | 495.7638 | 73.6318 | 433.445 | 276.3642 | 157.0808 |
Avg Daily Profit (%) | 0.3036 | 0.2644 | 0.0393 | 0.0893 | 0.0707 | 0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96716 | -46879 | -49837 | -728906 | -510472 | -308980 |
Profit Factor | 2.4076 | 3.5539 | 1.35 | 1.1987 | 1.2457 | 1.1487 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 43.662 | 42.8571 | 44.4444 | 43.662 | 42.8571 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.1066 | 4.7386 | 1.6874 | 1.5468 | 1.6609 | 1.4359 |
Largest Winning Trade | 456410 | 456410 | 59060 | 323047 | 323047 | 308199 |
Largest Losing Trade | -41584 | -23452 | -41584 | -248573 | -181160 | -248573 |
Avg Bars in Trades | 76 | 61 | 91 | 76 | 61 | 91 |
Avg Bars in Winners | 125 | 94 | 153 | 125 | 94 | 153 |
Avg Bars in Losers | 39 | 36 | 42 | 39 | 36 | 42 |
Bars Traded | 5458 | 2155 | 3303 | 5458 | 2155 | 3303 |
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 | -80232 | 436256 | -141117 | -168274 | -100464 | -184743 |
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{ "first_band": { "type": "ssf", "factors": { "length": 215, "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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