Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373152.1364 | 237970.5785 | 135181.5579 | 276958.4756 | 132047.0452 | 144911.4304 |
Total P&L (%) | 373.1521 | 237.9706 | 135.1816 | 276.9585 | 132.047 | 144.9114 |
Avg Daily Profit (%) | 0.2205 | 0.1406 | 0.0799 | 0.0785 | 0.0498 | 0.053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105669 | -153159 | -46517 | -318750 | -271468 | -210135 |
Profit Factor | 1.2933 | 1.3119 | 1.2655 | 1.1175 | 1.0923 | 1.1563 |
Total Trades | 472 | 236 | 236 | 472 | 236 | 236 |
Winning Trades | 221 | 100 | 121 | 221 | 100 | 121 |
Losing Trades | 251 | 136 | 115 | 251 | 136 | 115 |
Profitability (%) | 46.822 | 42.3729 | 51.2712 | 46.822 | 42.3729 | 51.2712 |
Ratio Avg Win / Avg Loss | 1.4689 | 1.7842 | 1.2028 | 1.2691 | 1.4855 | 1.0989 |
Largest Winning Trade | 78261 | 78261 | 23292 | 234206 | 234206 | 48313 |
Largest Losing Trade | -33834 | -33834 | -23519 | -126815 | -126815 | -47875 |
Avg Bars in Trades | 14 | 21 | 7 | 14 | 21 | 7 |
Avg Bars in Winners | 17 | 28 | 8 | 17 | 28 | 8 |
Avg Bars in Losers | 11 | 16 | 5 | 11 | 16 | 5 |
Bars Traded | 6716 | 5031 | 1685 | 6716 | 5031 | 1685 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336536 | -6021 | -85284 | -178012 | -247465 | -169705 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 51, "offset": 0, "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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