Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974493.1075 | 727662.1929 | 246830.9146 | 3206560.2523 | 1388599.8109 | 1817960.4414 |
Total P&L (%) | 974.4931 | 727.6622 | 246.8309 | 3206.5603 | 1388.5998 | 1817.9604 |
Avg Daily Profit (%) | 0.6613 | 0.4938 | 0.1675 | 0.2377 | 0.1834 | 0.2006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100845 | -123188 | -76369 | -2593437 | -2776256 | -1841875 |
Profit Factor | 2.1055 | 2.5586 | 1.5953 | 1.1904 | 1.1551 | 1.2305 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 81 | 33 | 48 | 81 | 33 | 48 |
Losing Trades | 135 | 75 | 60 | 135 | 75 | 60 |
Profitability (%) | 37.5 | 30.5556 | 44.4444 | 37.5 | 30.5556 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.5091 | 5.8151 | 1.9941 | 1.984 | 2.6253 | 1.5381 |
Largest Winning Trade | 553312 | 553312 | 54278 | 2457278 | 2457278 | 818559 |
Largest Losing Trade | -24087 | -17237 | -24087 | -689872 | -689872 | -502695 |
Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Winners | 35 | 32 | 37 | 35 | 32 | 37 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 4369 | 1854 | 2515 | 4369 | 1854 | 2515 |
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 | 451124 | 283546 | 294955 | -5042 | -48420 | 239897 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 31, "offset": 0, "poles": 2 } } }
# | 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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