Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1872604.9804 | -83789.0274 | -1788815.9531 | 2681.9284 | 4318200.5519 | -4315518.6235 |
Total P&L (%) | -1872.605 | -83.789 | -1788.816 | 2.6819 | 4318.2006 | -4315.5186 |
Avg Daily Profit (%) | -0.9988 | -0.0447 | -0.9541 | 0.0014 | 0.2023 | 0 |
Buy And Hold Return (%) | 276.6794 | 276.6794 | 276.6794 | 276.6794 | 276.6794 | 276.6794 |
Max Trade Drawdown | -2002212 | -193482 | -1890222 | -4774577 | -824779 | -5843705 |
Profit Factor | 0.2942 | 0.8003 | 0.1991 | 1.0002 | 2.7986 | 0.5377 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 247 | 120 | 127 | 129 | 67 | 62 |
Losing Trades | 70 | 38 | 32 | 188 | 91 | 97 |
Profitability (%) | 77.918 | 75.9494 | 79.8742 | 40.694 | 42.4051 | 38.9937 |
Ratio Avg Win / Avg Loss | 0.0834 | 0.2534 | 0.0502 | 1.4577 | 3.801 | 0.8412 |
Largest Winning Trade | 27799 | 27799 | 23484 | 2371935 | 2371935 | 2113429 |
Largest Losing Trade | -1271596 | -54597 | -1271596 | -2758786 | -486213 | -2758786 |
Avg Bars in Trades | 69 | 78 | 60 | 69 | 78 | 60 |
Avg Bars in Winners | 22 | 21 | 23 | 101 | 131 | 68 |
Avg Bars in Losers | 236 | 259 | 209 | 47 | 39 | 55 |
Bars Traded | 22049 | 12380 | 9669 | 22049 | 12380 | 9669 |
Profit Streak | 34.6305 | 85.2138 | 34.6305 | 34.6305 | 85.2138 | 34.6305 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574508 | -575777 | -575808 | -577945 | 434921 | -584238 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 248, "offset": 201, "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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