Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283283.6533 | 362694.5666 | -79410.9133 | -91841.7988 | 94124.2253 | -185966.0241 |
Total P&L (%) | 283.2837 | 362.6946 | -79.4109 | -91.8418 | 94.1242 | -185.966 |
Avg Daily Profit (%) | 0.1433 | 0.1835 | -0.0402 | -0.1267 | 0.0336 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200157 | -196484 | -251790 | -225763 | -92588 | -271341 |
Profit Factor | 1.1548 | 1.429 | 0.9193 | 0.926 | 1.1764 | 0.7369 |
Total Trades | 444 | 222 | 222 | 444 | 222 | 222 |
Winning Trades | 220 | 102 | 118 | 220 | 102 | 118 |
Losing Trades | 224 | 120 | 104 | 224 | 120 | 104 |
Profitability (%) | 49.5496 | 45.9459 | 53.1532 | 49.5496 | 45.9459 | 53.1532 |
Ratio Avg Win / Avg Loss | 1.1758 | 1.6812 | 0.8103 | 0.9428 | 1.384 | 0.6495 |
Largest Winning Trade | 132472 | 132472 | 50973 | 87031 | 87031 | 31139 |
Largest Losing Trade | -78143 | -40428 | -78143 | -139874 | -36667 | -139874 |
Avg Bars in Trades | 17 | 13 | 21 | 17 | 13 | 21 |
Avg Bars in Winners | 21 | 17 | 24 | 21 | 17 | 24 |
Avg Bars in Losers | 13 | 10 | 17 | 13 | 10 | 17 |
Bars Traded | 7791 | 3084 | 4707 | 7791 | 3084 | 4707 |
Profit Streak | 0 | 0 | 497.9881 | 0 | 0 | 497.9881 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49543 | 315750 | -578900 | -578354 | -175243 | -578900 |
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{ "first_band": { "type": "ssf", "factors": { "length": 94, "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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