Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092983.769 | 1040661.5481 | 52322.2209 | 1434686.1154 | 846465.7824 | 588220.333 |
Total P&L (%) | 1092.9838 | 1040.6615 | 52.3222 | 1434.6861 | 846.4658 | 588.2203 |
Avg Daily Profit (%) | 0.5785 | 0.5508 | 0.0277 | 0.1447 | 0.119 | 0.1022 |
Buy And Hold Return (%) | 300.1252 | 300.1252 | 300.1252 | 300.1252 | 300.1252 | 300.1252 |
Max Trade Drawdown | -114073 | -91173 | -120335 | -777795 | -516791 | -383941 |
Profit Factor | 2.9214 | 4.7725 | 1.1786 | 1.4126 | 1.4708 | 1.3503 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 32.9193 | 28.75 | 37.037 | 32.9193 | 28.75 | 37.037 |
Ratio Avg Win / Avg Loss | 5.9531 | 11.8275 | 2.0036 | 2.8785 | 3.645 | 2.2955 |
Largest Winning Trade | 775275 | 775275 | 65904 | 688017 | 688017 | 676340 |
Largest Losing Trade | -26365 | -19567 | -26365 | -192766 | -180117 | -192766 |
Avg Bars in Trades | 45 | 38 | 52 | 45 | 38 | 52 |
Avg Bars in Winners | 99 | 96 | 101 | 99 | 96 | 101 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 7348 | 3095 | 4254 | 7348 | 3095 | 4254 |
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 | 306425 | -16776 | -361629 | -4960 | -67450 | -78838 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 161 } }, "second_band": { "type": "ssf", "factors": { "length": 7, "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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