Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466937.5093 | 359094.5941 | 107842.9152 | 352876.6718 | 323390.5845 | 29486.0873 |
Total P&L (%) | 466.9375 | 359.0946 | 107.8429 | 352.8767 | 323.3906 | 29.4861 |
Avg Daily Profit (%) | 0.2042 | 0.157 | 0.0472 | 0.0661 | 0.0631 | 0.0113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114727 | -127483 | -104504 | -297948 | -273406 | -234509 |
Profit Factor | 1.863 | 2.4082 | 1.377 | 1.2551 | 1.5495 | 1.0371 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 46.5116 | 39.5349 | 53.4884 | 46.5116 | 39.5349 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.1424 | 3.6831 | 1.1974 | 1.4434 | 2.3699 | 0.9018 |
Largest Winning Trade | 206036 | 206036 | 61796 | 395583 | 395583 | 215659 |
Largest Losing Trade | -35222 | -28680 | -35222 | -234509 | -63439 | -234509 |
Avg Bars in Trades | 51 | 42 | 61 | 51 | 42 | 61 |
Avg Bars in Winners | 74 | 63 | 82 | 74 | 63 | 82 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 4470 | 1819 | 2650 | 4470 | 1819 | 2650 |
Profit Streak | 0 | 0 | 75.7668 | 0 | 0 | 75.7668 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362365 | 281618 | -128317 | -106034 | -109943 | -361219 |
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{ "first_band": { "type": "ssf", "factors": { "length": 214, "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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