Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186158.8775 | 144010.1907 | 42148.6867 | 182872.6523 | 154592.173 | 28280.4793 |
Total P&L (%) | 186.1589 | 144.0102 | 42.1487 | 182.8727 | 154.5922 | 28.2805 |
Avg Daily Profit (%) | 0.3574 | 0.2765 | 0.0809 | 0.1998 | 0.1796 | 0.0478 |
Buy And Hold Return (%) | 21.0537 | 21.0537 | 21.0537 | 21.0537 | 21.0537 | 21.0537 |
Max Trade Drawdown | -57121 | -56001 | -47356 | -135892 | -124342 | -116208 |
Profit Factor | 1.2558 | 1.3911 | 1.1172 | 1.1381 | 1.2287 | 1.0436 |
Total Trades | 530 | 265 | 265 | 530 | 265 | 265 |
Winning Trades | 217 | 101 | 116 | 217 | 101 | 116 |
Losing Trades | 313 | 164 | 149 | 313 | 164 | 149 |
Profitability (%) | 40.9434 | 38.1132 | 43.7736 | 40.9434 | 38.1132 | 43.7736 |
Ratio Avg Win / Avg Loss | 1.8113 | 2.2589 | 1.435 | 1.6416 | 1.9951 | 1.3405 |
Largest Winning Trade | 90480 | 90480 | 18936 | 103009 | 103009 | 39013 |
Largest Losing Trade | -11971 | -9803 | -11971 | -35172 | -26113 | -35172 |
Avg Bars in Trades | 47 | 44 | 49 | 47 | 44 | 49 |
Avg Bars in Winners | 66 | 67 | 65 | 66 | 67 | 65 |
Avg Bars in Losers | 33 | 30 | 37 | 33 | 30 | 37 |
Bars Traded | 24969 | 11756 | 13213 | 24969 | 11756 | 13213 |
Profit Streak | 0 | 4.4955 | 0 | 0 | 4.4955 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308517 | 208884 | -185550 | -61226 | 147163 | -362731 |
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | 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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