Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474599.8479 | 1362966.0152 | 111633.8327 | 11390719.1013 | 8165310.2149 | 3225408.8864 |
Total P&L (%) | 1474.5998 | 1362.966 | 111.6338 | 11390.7191 | 8165.3102 | 3225.4089 |
Avg Daily Profit (%) | 0.8073 | 0.7462 | 0.0611 | 0.2601 | 0.242 | 0.192 |
Buy And Hold Return (%) | 433.6431 | 433.6431 | 433.6431 | 433.6431 | 433.6431 | 433.6431 |
Max Trade Drawdown | -132100 | -76165 | -79863 | -16382725 | -12207316 | -10986411 |
Profit Factor | 3.2572 | 5.1654 | 1.3424 | 1.2133 | 1.2928 | 1.1264 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 31.1765 | 28.2353 | 34.1176 | 31.1765 | 28.2353 | 34.1176 |
Ratio Avg Win / Avg Loss | 7.1905 | 13.1288 | 2.5922 | 2.6784 | 3.2859 | 2.1752 |
Largest Winning Trade | 812575 | 812575 | 76256 | 10420609 | 10420609 | 7067849 |
Largest Losing Trade | -22529 | -14013 | -22529 | -3062375 | -3062375 | -2806669 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 3595 | 1701 | 1894 | 3595 | 1701 | 1894 |
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 | 377700 | 73226 | -281863 | 110318 | -6056 | -78612 |
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 2 } }, "second_band": { "type": "hl2", "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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