Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261385.005 | 341184.2116 | -79799.2067 | -40899.6523 | 124108.1948 | -165007.8471 |
Total P&L (%) | 261.385 | 341.1842 | -79.7992 | -40.8997 | 124.1082 | -165.0078 |
Avg Daily Profit (%) | 0.1851 | 0.2415 | -0.0565 | -0.0372 | 0.0571 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162639 | -131690 | -128980 | -257389 | -130814 | -188621 |
Profit Factor | 1.4839 | 2.4233 | 0.7344 | 0.9323 | 1.569 | 0.5724 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 44.1176 | 41.1765 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.8796 | 3.4618 | 0.8262 | 1.1809 | 2.2414 | 0.644 |
Largest Winning Trade | 188071 | 188071 | 64558 | 178176 | 178176 | 102413 |
Largest Losing Trade | -43418 | -43418 | -42750 | -102453 | -51249 | -102453 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 2678 | 1210 | 1468 | 2678 | 1210 | 1468 |
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 | -106252 | 329208 | -581939 | -695176 | -117221 | -581939 |
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{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 120, "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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