Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922888.7021 | 741699.8222 | 181188.8799 | 4051282.9927 | 510898.5829 | 3540384.4098 |
Total P&L (%) | 922.8887 | 741.6998 | 181.1889 | 4051.283 | 510.8986 | 3540.3844 |
Avg Daily Profit (%) | 0.4781 | 0.3842 | 0.0939 | 0.1932 | 0.0938 | 0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135273 | -92120 | -59182 | -1488731 | -1053394 | -864157 |
Profit Factor | 2.3059 | 3.0433 | 1.5272 | 1.4463 | 1.0972 | 1.926 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 77 | 30 | 47 | 77 | 30 | 47 |
Losing Trades | 84 | 51 | 33 | 84 | 51 | 33 |
Profitability (%) | 47.8261 | 37.037 | 58.75 | 47.8261 | 37.037 | 58.75 |
Ratio Avg Win / Avg Loss | 2.5156 | 5.1736 | 1.0723 | 1.5778 | 1.8653 | 1.3523 |
Largest Winning Trade | 385492 | 385492 | 52592 | 1143890 | 1143890 | 809926 |
Largest Losing Trade | -50214 | -27991 | -50214 | -669545 | -528468 | -669545 |
Avg Bars in Trades | 47 | 37 | 56 | 47 | 37 | 56 |
Avg Bars in Winners | 71 | 63 | 77 | 71 | 63 | 77 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 7591 | 3059 | 4532 | 7591 | 3059 | 4532 |
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 | 532909 | -1573 | -84238 | 362396 | -196802 | -7578 |
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{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 2 } }, "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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