Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174784.4074 | 1056825.3058 | 117959.1016 | -6307.5331 | -78151.2302 | 71843.6971 |
Total P&L (%) | 1174.7844 | 1056.8253 | 117.9591 | -6.3075 | -78.1512 | 71.8437 |
Avg Daily Profit (%) | 0.4995 | 0.4493 | 0.0502 | -0.0028 | -0.0646 | 0.023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248718 | -81308 | -222179 | -142747 | -77987 | -84068 |
Profit Factor | 2.8782 | 4.4301 | 1.3717 | 0.9815 | 0.5953 | 1.4885 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 48.8889 | 44.4444 | 53.3333 | 48.8889 | 44.4444 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.009 | 5.5376 | 1.2002 | 1.0261 | 0.7441 | 1.3024 |
Largest Winning Trade | 978413 | 978413 | 65714 | 55950 | 28597 | 55950 |
Largest Losing Trade | -96800 | -31880 | -96800 | -63463 | -42244 | -63463 |
Avg Bars in Trades | 51 | 40 | 61 | 51 | 40 | 61 |
Avg Bars in Winners | 71 | 59 | 81 | 71 | 59 | 81 |
Avg Bars in Losers | 31 | 25 | 39 | 31 | 25 | 39 |
Bars Traded | 4595 | 1818 | 2777 | 4595 | 1818 | 2777 |
Profit Streak | 0 | 0 | 41.8196 | 0 | 0 | 41.8196 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572414 | 556246 | -123928 | -579303 | -582872 | -159389 |
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{ "first_band": { "type": "ssf", "factors": { "length": 202, "offset": 0, "poles": 2 } }, "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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