Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225491.6941 | 1044088.7952 | 181402.8989 | 28960465.4024 | 17019638.1957 | 11940827.2067 |
Total P&L (%) | 1225.4917 | 1044.0888 | 181.4029 | 28960.4654 | 17019.6382 | 11940.8272 |
Avg Daily Profit (%) | 0.674 | 0.5742 | 0.0998 | 0.3124 | 0.2832 | 0.2638 |
Buy And Hold Return (%) | 638.3754 | 638.3754 | 638.3754 | 638.3754 | 638.3754 | 638.3754 |
Max Trade Drawdown | -109064 | -67892 | -89283 | -19404718 | -17656344 | -5042624 |
Profit Factor | 1.9066 | 2.5353 | 1.2701 | 1.2794 | 1.3186 | 1.2378 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 180 | 85 | 95 | 180 | 85 | 95 |
Losing Trades | 234 | 122 | 112 | 234 | 122 | 112 |
Profitability (%) | 43.4783 | 41.0628 | 45.8937 | 43.4783 | 41.0628 | 45.8937 |
Ratio Avg Win / Avg Loss | 2.4786 | 3.6389 | 1.4974 | 1.6632 | 1.8925 | 1.4593 |
Largest Winning Trade | 287679 | 287679 | 45269 | 13194139 | 13194139 | 6232007 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3993743 | -3918568 | -3993743 |
Avg Bars in Trades | 12 | 16 | 9 | 12 | 16 | 9 |
Avg Bars in Winners | 18 | 25 | 11 | 18 | 25 | 11 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 5371 | 3389 | 1982 | 5371 | 3389 | 1982 |
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 | 294845 | 146915 | -226456 | 359039 | 265958 | 269848 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 2 } } }
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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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