Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258752.2222 | 137088.0783 | 121664.1439 | 276142.1345 | 63906.6488 | 212235.4858 |
Total P&L (%) | 258.7522 | 137.0881 | 121.6641 | 276.1421 | 63.9066 | 212.2355 |
Avg Daily Profit (%) | 0.2511 | 0.1331 | 0.1181 | 0.1287 | 0.048 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109480 | -86418 | -52579 | -755780 | -413922 | -497987 |
Profit Factor | 1.5279 | 1.4891 | 1.5798 | 1.1287 | 1.0548 | 1.2166 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 78.5714 | 74.7253 | 82.4176 | 78.5714 | 74.7253 | 82.4176 |
Ratio Avg Win / Avg Loss | 0.4167 | 0.5037 | 0.337 | 0.3078 | 0.3568 | 0.2596 |
Largest Winning Trade | 34946 | 34946 | 22365 | 92055 | 63669 | 92055 |
Largest Losing Trade | -52579 | -43472 | -52579 | -497987 | -263154 | -497987 |
Avg Bars in Trades | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Winners | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Losers | 101 | 106 | 94 | 101 | 106 | 94 |
Bars Traded | 5899 | 3459 | 2440 | 5899 | 3459 | 2440 |
Profit Streak | 26.4463 | 26.4463 | 46.7796 | 26.4463 | 26.4463 | 46.7796 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509112 | -11193 | -29320 | -95646 | -286552 | -41559 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 243, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 243, "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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