Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180634.9369 | 1192047.6217 | -11412.6848 | 781155.5923 | 1760670.7657 | -979515.1735 |
Total P&L (%) | 1180.6349 | 1192.0476 | -11.4127 | 781.1556 | 1760.6708 | -979.5152 |
Avg Daily Profit (%) | 0.6483 | 0.6546 | -0.0063 | 0.1196 | 0.1607 | 0 |
Buy And Hold Return (%) | 616.3421 | 616.3421 | 616.3421 | 616.3421 | 616.3421 | 616.3421 |
Max Trade Drawdown | -126045 | -89343 | -102066 | -2980583 | -1919399 | -1467848 |
Profit Factor | 2.8677 | 4.9968 | 0.9658 | 1.109 | 1.5194 | 0.7408 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 42.8571 | 40 | 45.6522 | 42.8571 | 40 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.8236 | 7.4952 | 1.1498 | 1.4786 | 2.2791 | 0.8819 |
Largest Winning Trade | 652202 | 652202 | 74993 | 1542555 | 1542555 | 582868 |
Largest Losing Trade | -42969 | -29879 | -42969 | -637798 | -637798 | -588097 |
Avg Bars in Trades | 77 | 72 | 83 | 77 | 72 | 83 |
Avg Bars in Winners | 122 | 121 | 123 | 122 | 121 | 123 |
Avg Bars in Losers | 44 | 39 | 49 | 44 | 39 | 49 |
Bars Traded | 7067 | 3245 | 3822 | 7067 | 3245 | 3822 |
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 | 264872 | 308324 | -580728 | -218747 | 114334 | -582395 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } }, "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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