Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559219.9901 | 634944.6402 | -75724.6501 | -27770.8385 | 157161.6414 | -184932.48 |
Total P&L (%) | 559.22 | 634.9446 | -75.7247 | -27.7708 | 157.1616 | -184.9325 |
Avg Daily Profit (%) | 0.3028 | 0.3438 | -0.041 | -0.0176 | 0.0512 | 0 |
Buy And Hold Return (%) | 86.4987 | 86.4987 | 86.4987 | 86.4987 | 86.4987 | 86.4987 |
Max Trade Drawdown | -168932 | -83459 | -164961 | -437236 | -261454 | -318363 |
Profit Factor | 1.8213 | 3.4787 | 0.8217 | 0.9804 | 1.2596 | 0.773 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 2.0642 | 3.9426 | 0.9313 | 1.1112 | 1.4276 | 0.8761 |
Largest Winning Trade | 391094 | 391094 | 74738 | 175396 | 175396 | 165028 |
Largest Losing Trade | -65106 | -41390 | -65106 | -152059 | -152059 | -140188 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 82 | 78 | 87 | 82 | 78 | 87 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 3592 | 1698 | 1894 | 3592 | 1698 | 1894 |
Profit Streak | 38.8634 | 0 | 41.8634 | 38.8634 | 0 | 41.8634 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132153 | 528221 | -581475 | -723280 | -134123 | -581475 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | 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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