Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482285.3493 | 705147.864 | -222862.5147 | -100526.4308 | -13891.6177 | -86634.8131 |
Total P&L (%) | 482.2853 | 705.1479 | -222.8625 | -100.5264 | -13.8916 | -86.6348 |
Avg Daily Profit (%) | 0.252 | 0.3684 | -0.1164 | 0 | -0.0078 | -0.1051 |
Buy And Hold Return (%) | 42.2828 | 42.2828 | 42.2828 | 42.2828 | 42.2828 | 42.2828 |
Max Trade Drawdown | -380989 | -255212 | -151846 | -124804 | -9990 | -18783 |
Profit Factor | 1.5359 | 2.7238 | 0.5459 | 0.6678 | 0.9023 | 0.4601 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 52 | 23 | 29 | 67 | 37 | 30 |
Losing Trades | 68 | 37 | 31 | 53 | 23 | 30 |
Profitability (%) | 43.3333 | 38.3333 | 48.3333 | 55.8333 | 61.6667 | 50 |
Ratio Avg Win / Avg Loss | 2.0085 | 4.3817 | 0.5836 | 0.5283 | 0.5609 | 0.4601 |
Largest Winning Trade | 945275 | 945275 | 29936 | 63547 | 63547 | 26030 |
Largest Losing Trade | -112447 | -46299 | -112447 | -117658 | -117658 | -112447 |
Avg Bars in Trades | 29 | 27 | 32 | 29 | 27 | 32 |
Avg Bars in Winners | 31 | 22 | 37 | 28 | 30 | 25 |
Avg Bars in Losers | 29 | 30 | 27 | 32 | 22 | 39 |
Bars Traded | 3589 | 1640 | 1949 | 3589 | 1640 | 1949 |
Profit Streak | 0 | 0 | 88.0084 | 37.5084 | 78.0084 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313407 | -159043 | -749646 | -578880 | -747610 | -749958 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 137 } }, "second_band": { "type": "ssf", "factors": { "length": 172, "offset": 0, "poles": 3 } } }
# | 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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