Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816194.8751 | 590151.0236 | 226043.8515 | 1634651.993 | -759517.2005 | 2394169.1935 |
Total P&L (%) | 816.1949 | 590.151 | 226.0439 | 1634.652 | -759.5172 | 2394.1692 |
Avg Daily Profit (%) | 0.4521 | 0.3269 | 0.1252 | 0.1582 | 0 | 0.1783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96137 | -68152 | -56556 | -2993778 | -2542488 | -1501921 |
Profit Factor | 3.267 | 4.1684 | 2.3008 | 1.1651 | 0.8556 | 1.5161 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 44.2623 | 33.3333 | 54.8387 | 44.2623 | 33.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 4.114 | 8.3368 | 1.8948 | 1.4672 | 1.7112 | 1.2485 |
Largest Winning Trade | 577529 | 577529 | 71893 | 1331955 | 1061687 | 1331955 |
Largest Losing Trade | -46590 | -29008 | -46590 | -1501921 | -1289278 | -1501921 |
Avg Bars in Trades | 57 | 40 | 73 | 57 | 40 | 73 |
Avg Bars in Winners | 94 | 78 | 104 | 94 | 78 | 104 |
Avg Bars in Losers | 27 | 21 | 36 | 27 | 21 | 36 |
Bars Traded | 3507 | 1214 | 2293 | 3507 | 1214 | 2293 |
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 | -151793 | 352014 | -20908 | -199417 | -584529 | 354380 |
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{ "first_band": { "type": "ssf", "factors": { "length": 144, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 144, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | 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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