Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320691.361 | 269115.2773 | 51576.0837 | -33642.8657 | -29487.3863 | -4155.4794 |
Total P&L (%) | 320.6914 | 269.1153 | 51.5761 | -33.6429 | -29.4874 | -4.1555 |
Avg Daily Profit (%) | 0.1836 | 0.1541 | 0.0295 | -0.0235 | -0.02 | -0.0024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135305 | -173619 | -68459 | -211759 | -195529 | -58015 |
Profit Factor | 1.2844 | 1.4105 | 1.1093 | 0.9661 | 0.9499 | 0.9897 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 97 | 42 | 55 | 97 | 42 | 55 |
Losing Trades | 129 | 71 | 58 | 129 | 71 | 58 |
Profitability (%) | 42.9204 | 37.1681 | 48.6726 | 42.9204 | 37.1681 | 48.6726 |
Ratio Avg Win / Avg Loss | 1.7081 | 2.3844 | 1.1698 | 1.2848 | 1.6058 | 1.0437 |
Largest Winning Trade | 216578 | 216578 | 23269 | 107495 | 107495 | 32854 |
Largest Losing Trade | -47715 | -47715 | -31680 | -58260 | -58260 | -29786 |
Avg Bars in Trades | 15 | 23 | 7 | 15 | 23 | 7 |
Avg Bars in Winners | 16 | 27 | 8 | 16 | 27 | 8 |
Avg Bars in Losers | 14 | 20 | 6 | 14 | 20 | 6 |
Bars Traded | 3453 | 2627 | 826 | 3453 | 2627 | 826 |
Profit Streak | 20.7306 | 45.2306 | 20.7306 | 20.7306 | 45.2306 | 20.7306 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300428 | 184336 | -254941 | -579346 | -581978 | -579050 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "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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