Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241270.1027 | 273681.2322 | -32411.1295 | -99408.472 | 141733.0492 | -241141.5212 |
Total P&L (%) | 241.2701 | 273.6812 | -32.4111 | -99.4085 | 141.733 | -241.1415 |
Avg Daily Profit (%) | 0.1709 | 0.1938 | -0.023 | -0.3627 | 0.0625 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172252 | -86105 | -214171 | -443309 | -317388 | -343892 |
Profit Factor | 1.211 | 1.5355 | 0.9487 | 0.9226 | 1.254 | 0.6679 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 61.5385 | 58.0882 | 64.9635 | 61.5385 | 58.0882 | 64.9635 |
Ratio Avg Win / Avg Loss | 0.7569 | 1.1079 | 0.5117 | 0.5766 | 0.9048 | 0.3602 |
Largest Winning Trade | 46585 | 46585 | 30407 | 103328 | 103328 | 60565 |
Largest Losing Trade | -97733 | -55721 | -97733 | -240257 | -226350 | -240257 |
Avg Bars in Trades | 30 | 34 | 27 | 30 | 34 | 27 |
Avg Bars in Winners | 23 | 24 | 22 | 23 | 24 | 22 |
Avg Bars in Losers | 42 | 46 | 38 | 42 | 46 | 38 |
Bars Traded | 8424 | 4626 | 3798 | 8424 | 4626 | 3798 |
Profit Streak | 465.8437 | 0 | 493.8437 | 465.8437 | 0 | 493.8437 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315147 | 358063 | -578167 | -577269 | -110430 | -578167 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 2 } } }
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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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