Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258767.2455 | 46636.0799 | 212131.1657 | 343491.483 | 24114.8739 | 319376.6091 |
Total P&L (%) | 258.7672 | 46.6361 | 212.1312 | 343.4915 | 24.1149 | 319.3766 |
Avg Daily Profit (%) | 0.2501 | 0.0451 | 0.205 | 0.1441 | 0.0209 | 0.1386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63287 | -71610 | -15454 | -132906 | -153558 | -11341 |
Profit Factor | 2.1508 | 1.2508 | 6.4532 | 2.1227 | 1.0907 | 8.9468 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 12 | 7 | 5 | 12 | 7 | 5 |
Profitability (%) | 79.3103 | 75.8621 | 82.7586 | 79.3103 | 75.8621 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.5611 | 0.398 | 1.3444 | 0.5537 | 0.3471 | 1.8639 |
Largest Winning Trade | 33826 | 33826 | 26640 | 84842 | 48770 | 84842 |
Largest Losing Trade | -63287 | -63287 | -18699 | -132906 | -132906 | -20883 |
Avg Bars in Trades | 64 | 89 | 39 | 64 | 89 | 39 |
Avg Bars in Winners | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Losers | 195 | 278 | 79 | 195 | 278 | 79 |
Bars Traded | 3727 | 2590 | 1137 | 3727 | 2590 | 1137 |
Profit Streak | 34.8838 | 34.8838 | 35.3838 | 34.8838 | 34.8838 | 35.3838 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164802 | -131939 | 742443 | -173643 | -287206 | 220286 |
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{ "first_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 209 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 209 } } }
# | 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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