Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -956048.0724 | 11625.8883 | -967673.9608 | -287175.774 | -3218753.3747 | 2931577.6008 |
Total P&L (%) | -956.0481 | 11.6259 | -967.674 | -287.1758 | -3218.7534 | 2931.5776 |
Avg Daily Profit (%) | -0.5254 | 0.0064 | -0.5318 | 0 | 0 | 0.1877 |
Buy And Hold Return (%) | 417.5194 | 417.5194 | 417.5194 | 417.5194 | 417.5194 | 417.5194 |
Max Trade Drawdown | -1081316 | -223287 | -983708 | -11000728 | -8101357 | -3771900 |
Profit Factor | 0.414 | 1.0324 | 0.2398 | 0.9842 | 0.6871 | 1.3734 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 129 | 64 | 65 | 92 | 46 | 46 |
Losing Trades | 43 | 22 | 21 | 80 | 40 | 40 |
Profitability (%) | 75 | 74.4186 | 75.5814 | 53.4884 | 53.4884 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.138 | 0.3549 | 0.0775 | 0.8558 | 0.5975 | 1.1942 |
Largest Winning Trade | 93043 | 93043 | 16556 | 4504089 | 781245 | 4504089 |
Largest Losing Trade | -427522 | -73916 | -427522 | -7028763 | -7028763 | -2093627 |
Avg Bars in Trades | 40 | 43 | 38 | 40 | 43 | 38 |
Avg Bars in Winners | 14 | 12 | 16 | 38 | 38 | 38 |
Avg Bars in Losers | 120 | 131 | 108 | 43 | 48 | 38 |
Bars Traded | 7051 | 3712 | 3338 | 7051 | 3712 | 3338 |
Profit Streak | 28.3879 | 28.3879 | 28.6379 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574989 | -531978 | -576006 | -579424 | -580649 | 309329 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 245, "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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