Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750721.5639 | 1701684.2858 | 49037.2782 | 1058122.4771 | 1368626.462 | -310503.9849 |
Total P&L (%) | 1750.7216 | 1701.6843 | 49.0373 | 1058.1225 | 1368.6265 | -310.504 |
Avg Daily Profit (%) | 0.9461 | 0.9196 | 0.0265 | 0.1325 | 0.1453 | 0 |
Buy And Hold Return (%) | 73.5884 | 73.5884 | 73.5884 | 73.5884 | 73.5884 | 73.5884 |
Max Trade Drawdown | -146977 | -80579 | -128814 | -3985998 | -2798855 | -2807616 |
Profit Factor | 4.3089 | 8.2578 | 1.1664 | 1.1007 | 1.2475 | 0.9377 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 50.8772 | 41.3793 | 60.7143 | 50.8772 | 41.3793 | 60.7143 |
Ratio Avg Win / Avg Loss | 4.1603 | 11.6986 | 0.7548 | 1.0627 | 1.7673 | 0.6067 |
Largest Winning Trade | 1488165 | 1488165 | 73978 | 2030945 | 2030945 | 1017042 |
Largest Losing Trade | -64408 | -36985 | -64408 | -1677820 | -1528948 | -1677820 |
Avg Bars in Trades | 63 | 60 | 65 | 63 | 60 | 65 |
Avg Bars in Winners | 95 | 115 | 81 | 95 | 115 | 81 |
Avg Bars in Losers | 29 | 22 | 40 | 29 | 22 | 40 |
Bars Traded | 3600 | 1768 | 1832 | 3600 | 1768 | 1832 |
Profit Streak | 0 | 0 | 70.9958 | 0 | 0 | 70.9958 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158805 | 662056 | -381069 | -304976 | -1183 | -599476 |
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{ "first_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 2 } }, "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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