Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195353.8712 | 296842.1899 | -101488.3188 | -63280.8894 | 82620.4517 | -145901.3411 |
Total P&L (%) | 195.3539 | 296.8422 | -101.4883 | -63.2809 | 82.6205 | -145.9013 |
Avg Daily Profit (%) | 0.1383 | 0.2102 | -0.0719 | -0.0709 | 0.0426 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135844 | -123461 | -127359 | -173824 | -82402 | -128028 |
Profit Factor | 1.3532 | 2.2012 | 0.6683 | 0.8568 | 1.5285 | 0.489 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 44.1176 | 41.1765 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.7141 | 3.1446 | 0.7518 | 1.0853 | 2.1835 | 0.5501 |
Largest Winning Trade | 149700 | 149700 | 64558 | 112251 | 112251 | 65421 |
Largest Losing Trade | -42750 | -42222 | -42750 | -64863 | -32392 | -64863 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Losers | 25 | 19 | 31 | 25 | 19 | 31 |
Bars Traded | 2679 | 1205 | 1474 | 2679 | 1205 | 1474 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122945 | 304122 | -581939 | -695176 | -136802 | -581939 |
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{ "first_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | 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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