Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307951.017 | 272602.3871 | 35348.6298 | -44280.5782 | 221656.343 | -265936.9212 |
Total P&L (%) | 307.951 | 272.6024 | 35.3486 | -44.2806 | 221.6563 | -265.9369 |
Avg Daily Profit (%) | 0.1663 | 0.1472 | 0.0191 | -0.0316 | 0.0631 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225172 | -122932 | -203868 | -415576 | -165981 | -343912 |
Profit Factor | 1.2971 | 1.5852 | 1.0619 | 0.9474 | 1.6876 | 0.4879 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 154 | 69 | 85 | 154 | 69 | 85 |
Losing Trades | 148 | 82 | 66 | 148 | 82 | 66 |
Profitability (%) | 50.9934 | 45.6954 | 56.2914 | 50.9934 | 45.6954 | 56.2914 |
Ratio Avg Win / Avg Loss | 1.2466 | 1.8839 | 0.8246 | 0.9105 | 2.0056 | 0.3788 |
Largest Winning Trade | 151151 | 151151 | 42004 | 246788 | 246788 | 19146 |
Largest Losing Trade | -72549 | -55749 | -72549 | -257678 | -67583 | -257678 |
Avg Bars in Trades | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 19 | 15 | 24 | 19 | 15 | 24 |
Bars Traded | 7283 | 3225 | 4058 | 7283 | 3225 | 4058 |
Profit Streak | 5.0886 | 0 | 7.3386 | 5.0886 | 0 | 7.3386 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363613 | 188278 | -322050 | -578076 | -106630 | -578768 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 101 } }, "second_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 101 } }, "second_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 3 } } }
# | 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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