Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839334.756 | 706146.0482 | 133188.7079 | 4792266.6187 | 1840497.4876 | 2951769.131 |
Total P&L (%) | 839.3348 | 706.146 | 133.1887 | 4792.2666 | 1840.4975 | 2951.7691 |
Avg Daily Profit (%) | 0.4524 | 0.3806 | 0.0718 | 0.2099 | 0.16 | 0.1844 |
Buy And Hold Return (%) | 67.1309 | 67.1309 | 67.1309 | 67.1309 | 67.1309 | 67.1309 |
Max Trade Drawdown | -100183 | -79931 | -100375 | -8400826 | -5600930 | -4922253 |
Profit Factor | 2.2544 | 3.2185 | 1.3796 | 1.2525 | 1.1997 | 1.3024 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 33.5766 | 31.8841 | 35.2941 | 33.5766 | 31.8841 | 35.2941 |
Ratio Avg Win / Avg Loss | 4.4597 | 6.8758 | 2.5293 | 2.4778 | 2.5629 | 2.3878 |
Largest Winning Trade | 238858 | 238858 | 74776 | 4055767 | 3085823 | 4055767 |
Largest Losing Trade | -39960 | -33410 | -39960 | -1026358 | -1026358 | -1001948 |
Avg Bars in Trades | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Winners | 63 | 63 | 63 | 63 | 63 | 63 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3683 | 1798 | 1885 | 3683 | 1798 | 1885 |
Profit Streak | 0 | 0 | 51.5165 | 0 | 0 | 51.5165 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314619 | -92992 | -216748 | 118104 | -100820 | -105221 |
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "hlc3", "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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