Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782059.6575 | 608525.7121 | 173533.9454 | 591597.8593 | 142024.32 | 449573.5393 |
Total P&L (%) | 782.0597 | 608.5257 | 173.5339 | 591.5979 | 142.0243 | 449.5735 |
Avg Daily Profit (%) | 0.5271 | 0.4101 | 0.117 | 0.1304 | 0.0596 | 0.1149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93071 | -138520 | -52399 | -574518 | -613921 | -354227 |
Profit Factor | 1.614 | 1.9293 | 1.2804 | 1.109 | 1.0496 | 1.1752 |
Total Trades | 443 | 221 | 222 | 443 | 221 | 222 |
Winning Trades | 132 | 57 | 75 | 132 | 57 | 75 |
Losing Trades | 311 | 164 | 147 | 311 | 164 | 147 |
Profitability (%) | 29.7968 | 25.7919 | 33.7838 | 29.7968 | 25.7919 | 33.7838 |
Ratio Avg Win / Avg Loss | 3.8026 | 5.5509 | 2.5095 | 2.6129 | 3.02 | 2.3034 |
Largest Winning Trade | 525621 | 525621 | 36983 | 379931 | 379931 | 237036 |
Largest Losing Trade | -17237 | -17237 | -15096 | -166806 | -166806 | -143205 |
Avg Bars in Trades | 9 | 8 | 11 | 9 | 8 | 11 |
Avg Bars in Winners | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4415 | 1869 | 2546 | 4415 | 1869 | 2546 |
Profit Streak | 14.3554 | 0 | 15.0221 | 14.3554 | 0 | 15.0221 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302451 | -11948 | -40616 | -123497 | -303621 | -71116 |
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{ "first_band": { "type": "ssf", "factors": { "length": 46, "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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