Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265583.8298 | 313673.4489 | -48089.619 | -31926.0409 | 108630.5035 | -140556.5445 |
Total P&L (%) | 265.5838 | 313.6734 | -48.0896 | -31.926 | 108.6305 | -140.5565 |
Avg Daily Profit (%) | 0.188 | 0.2221 | -0.034 | -0.0272 | 0.0521 | 0 |
Buy And Hold Return (%) | 73.2108 | 73.2108 | 73.2108 | 73.2108 | 73.2108 | 73.2108 |
Max Trade Drawdown | -204529 | -143930 | -116287 | -268330 | -164720 | -184814 |
Profit Factor | 1.2555 | 1.5712 | 0.9019 | 0.9582 | 1.2757 | 0.62 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 54.1176 | 53.9063 | 54.3307 | 54.1176 | 53.9063 | 54.3307 |
Ratio Avg Win / Avg Loss | 1.0644 | 1.3435 | 0.7582 | 0.8124 | 1.0908 | 0.5212 |
Largest Winning Trade | 180305 | 180305 | 23873 | 54068 | 54068 | 23670 |
Largest Losing Trade | -46640 | -46640 | -41283 | -57256 | -57256 | -46353 |
Avg Bars in Trades | 10 | 11 | 9 | 10 | 11 | 9 |
Avg Bars in Winners | 11 | 11 | 11 | 11 | 11 | 11 |
Avg Bars in Losers | 10 | 11 | 8 | 10 | 11 | 8 |
Bars Traded | 2734 | 1469 | 1265 | 2734 | 1469 | 1265 |
Profit Streak | 473.3615 | 473.3615 | 478.8615 | 473.3615 | 473.3615 | 478.8615 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298003 | 328037 | -579195 | -577277 | -137165 | -579195 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 50 } }, "second_band": { "type": "ssf", "factors": { "length": 229, "offset": 0, "poles": 2 } } }
# | 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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