Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688938.7358 | 714496.0458 | -25557.3099 | 39236.6169 | 605119.6514 | -565883.0345 |
Total P&L (%) | 688.9387 | 714.496 | -25.5573 | 39.2366 | 605.1197 | -565.883 |
Avg Daily Profit (%) | 0.3049 | 0.3163 | -0.0113 | 0.0147 | 0.0865 | 0 |
Buy And Hold Return (%) | 131.1189 | 131.1189 | 131.1189 | 131.1189 | 131.1189 | 131.1189 |
Max Trade Drawdown | -265419 | -177849 | -261473 | -890591 | -361522 | -800753 |
Profit Factor | 1.5137 | 2.1813 | 0.9653 | 1.0146 | 1.5963 | 0.6603 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 120 | 50 | 70 | 120 | 50 | 70 |
Losing Trades | 137 | 79 | 58 | 137 | 79 | 58 |
Profitability (%) | 46.6926 | 38.7597 | 54.6875 | 46.6926 | 38.7597 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.7281 | 3.4465 | 0.7998 | 1.1584 | 2.5222 | 0.5471 |
Largest Winning Trade | 340128 | 340128 | 45324 | 502444 | 502444 | 149581 |
Largest Losing Trade | -50858 | -25944 | -50858 | -330528 | -140074 | -330528 |
Avg Bars in Trades | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Winners | 48 | 45 | 50 | 48 | 45 | 50 |
Avg Bars in Losers | 22 | 20 | 26 | 22 | 20 | 26 |
Bars Traded | 8942 | 3842 | 5100 | 8942 | 3842 | 5100 |
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 | 371885 | 282323 | -580384 | -543417 | -80043 | -580384 |
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{ "first_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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