Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314132.4577 | 108617.1076 | 205515.3501 | 44465.7859 | -292826.9204 | 337292.7062 |
Total P&L (%) | 314.1325 | 108.6171 | 205.5154 | 44.4658 | -292.8269 | 337.2927 |
Avg Daily Profit (%) | 0.1888 | 0.0653 | 0.1235 | 0.0221 | 0 | 0.0887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196800 | -117851 | -119793 | -1777369 | -713670 | -1261724 |
Profit Factor | 1.4489 | 1.2541 | 1.7548 | 1.0104 | 0.8766 | 1.176 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
Losing Trades | 49 | 32 | 17 | 49 | 32 | 17 |
Profitability (%) | 61.7188 | 50 | 73.4375 | 61.7188 | 50 | 73.4375 |
Ratio Avg Win / Avg Loss | 0.8987 | 1.2541 | 0.6347 | 0.6267 | 0.8766 | 0.4254 |
Largest Winning Trade | 101564 | 101564 | 45101 | 315857 | 302287 | 315857 |
Largest Losing Trade | -60379 | -60379 | -54957 | -793321 | -559481 | -793321 |
Avg Bars in Trades | 50 | 64 | 37 | 50 | 64 | 37 |
Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Losers | 83 | 95 | 60 | 83 | 95 | 60 |
Bars Traded | 6503 | 4108 | 2395 | 6503 | 4108 | 2395 |
Profit Streak | 14.5127 | 0 | 51.5127 | 14.5127 | 0 | 51.5127 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334890 | -245124 | -162195 | -373485 | -719958 | -237781 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 248, "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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