Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2112132.4376 | -232171.8251 | -1879960.6125 | -93797.3692 | 2717968.9135 | -2811766.2827 |
Total P&L (%) | -2112.1324 | -232.1718 | -1879.9606 | -93.7974 | 2717.9689 | -2811.7663 |
Avg Daily Profit (%) | -1.1244 | -0.1236 | -1.0008 | -0.1479 | 0.1779 | 0 |
Buy And Hold Return (%) | 316.5341 | 316.5341 | 316.5341 | 316.5341 | 316.5341 | 316.5341 |
Max Trade Drawdown | -2207625 | -265430 | -1951539 | -2607474 | -206417 | -3081636 |
Profit Factor | 0.1413 | 0.3798 | 0.0985 | 0.9809 | 11.2633 | 0.3951 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 20 | 29 | 41 | 26 | 15 |
Losing Trades | 28 | 18 | 10 | 36 | 12 | 24 |
Profitability (%) | 63.6364 | 52.6316 | 74.359 | 53.2468 | 68.4211 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.0807 | 0.3418 | 0.034 | 0.8613 | 5.1984 | 0.6322 |
Largest Winning Trade | 35771 | 25302 | 35771 | 1382292 | 886544 | 1382292 |
Largest Losing Trade | -1078509 | -55516 | -1078509 | -2602394 | -206417 | -2602394 |
Avg Bars in Trades | 48 | 55 | 40 | 48 | 55 | 40 |
Avg Bars in Winners | 15 | 17 | 14 | 66 | 69 | 60 |
Avg Bars in Losers | 105 | 98 | 118 | 28 | 25 | 29 |
Bars Traded | 3725 | 2127 | 1597 | 3725 | 2127 | 1597 |
Profit Streak | 51.5042 | 168.0042 | 51.5042 | 51.5042 | 168.0042 | 51.5042 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623434 | -578984 | -576187 | -625059 | 727830 | -583832 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 171, "offset": 0, "poles": 3 } } }
# | 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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