Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188285.6426 | 224889.999 | -36604.3564 | -159618.9598 | -9633.6491 | -149985.3107 |
Total P&L (%) | 188.2856 | 224.89 | -36.6044 | -159.619 | -9.6336 | -149.9853 |
Avg Daily Profit (%) | 0.1506 | 0.1798 | -0.0293 | 0 | -0.0081 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131736 | -65893 | -167857 | -228944 | -39005 | -210881 |
Profit Factor | 1.2448 | 1.8279 | 0.9264 | 0.6718 | 0.9352 | 0.5557 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 100 | 47 | 53 | 50 | 28 | 22 |
Losing Trades | 49 | 27 | 22 | 99 | 46 | 53 |
Profitability (%) | 67.1141 | 63.5135 | 70.6667 | 33.557 | 37.8378 | 29.3333 |
Ratio Avg Win / Avg Loss | 0.61 | 1.05 | 0.3846 | 1.3302 | 1.5365 | 1.3387 |
Largest Winning Trade | 36583 | 36583 | 20779 | 76014 | 22930 | 76014 |
Largest Losing Trade | -131736 | -37560 | -131736 | -173365 | -15279 | -173365 |
Avg Bars in Trades | 16 | 17 | 14 | 16 | 17 | 14 |
Avg Bars in Winners | 10 | 11 | 9 | 26 | 27 | 26 |
Avg Bars in Losers | 27 | 27 | 27 | 10 | 11 | 9 |
Bars Traded | 2406 | 1304 | 1102 | 2406 | 1304 | 1102 |
Profit Streak | 31.2441 | 31.2441 | 53.2441 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349353 | -51345 | -633029 | -584833 | -646910 | -646507 |
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{ "first_band": { "type": "ssf", "factors": { "length": 23, "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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