Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248774.6757 | 12707.7172 | 236066.9585 | 145218.6194 | -86144.7806 | 231363.4 |
Total P&L (%) | 248.7747 | 12.7077 | 236.067 | 145.2186 | -86.1448 | 231.3634 |
Avg Daily Profit (%) | 0.1626 | 0.0083 | 0.1543 | 0.0586 | -0.1291 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87058 | -107392 | -50778 | -191811 | -231282 | -91661 |
Profit Factor | 1.3921 | 1.0353 | 1.8613 | 1.1161 | 0.8734 | 1.4054 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 72 | 25 | 47 | 72 | 25 | 47 |
Losing Trades | 89 | 55 | 34 | 89 | 55 | 34 |
Profitability (%) | 44.7205 | 31.25 | 58.0247 | 44.7205 | 31.25 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.7208 | 2.2776 | 1.3465 | 1.3796 | 1.9216 | 1.0167 |
Largest Winning Trade | 70944 | 70944 | 61644 | 133847 | 133847 | 89329 |
Largest Losing Trade | -31060 | -23170 | -31060 | -62226 | -39928 | -62226 |
Avg Bars in Trades | 56 | 43 | 69 | 56 | 43 | 69 |
Avg Bars in Winners | 79 | 64 | 86 | 79 | 64 | 86 |
Avg Bars in Losers | 37 | 33 | 44 | 37 | 33 | 44 |
Bars Traded | 9057 | 3443 | 5614 | 9057 | 3443 | 5614 |
Profit Streak | 16.7602 | 0 | 25.5935 | 16.7602 | 0 | 25.5935 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303195 | -470643 | 1192 | -208123 | -604750 | -97251 |
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{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 3 } }, "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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