Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1420965.508 | 1367906.3368 | 53059.1712 | 571739.699 | 686034.2971 | -114294.5981 |
Total P&L (%) | 1420.9655 | 1367.9063 | 53.0592 | 571.7397 | 686.0343 | -114.2946 |
Avg Daily Profit (%) | 0.7648 | 0.7362 | 0.0286 | 0.1026 | 0.111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156398 | -114654 | -93262 | -821603 | -562418 | -756619 |
Profit Factor | 3.2451 | 5.9076 | 1.1498 | 1.1637 | 1.4672 | 0.9435 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 50.4132 | 45.9016 | 55 | 50.4132 | 45.9016 | 55 |
Ratio Avg Win / Avg Loss | 3.1919 | 6.9626 | 0.9407 | 1.1446 | 1.7292 | 0.772 |
Largest Winning Trade | 1315082 | 1315082 | 66559 | 917518 | 917518 | 368593 |
Largest Losing Trade | -33623 | -21962 | -33623 | -305229 | -145519 | -305229 |
Avg Bars in Trades | 44 | 37 | 51 | 44 | 37 | 51 |
Avg Bars in Winners | 59 | 51 | 65 | 59 | 51 | 65 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 5372 | 2279 | 3093 | 5372 | 2279 | 3093 |
Profit Streak | 51.5588 | 64.5588 | 51.5588 | 51.5588 | 64.5588 | 51.5588 |
Trades During Streak | 9 | 5 | 4 | 9 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 759394 | -140697 | -380324 | -94071 | -203908 | -747832 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "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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