Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634407.0868 | 454308.5765 | 180098.5102 | 3743124.0458 | 4829230.728 | -1086106.6822 |
Total P&L (%) | 634.4071 | 454.3086 | 180.0985 | 3743.124 | 4829.2307 | -1086.1067 |
Avg Daily Profit (%) | 0.2656 | 0.1902 | 0.0754 | 0.1529 | 0.1633 | 0 |
Buy And Hold Return (%) | 157.4839 | 157.4839 | 157.4839 | 157.4839 | 157.4839 | 157.4839 |
Max Trade Drawdown | -128272 | -102769 | -69359 | -6242477 | -4425055 | -4811850 |
Profit Factor | 1.5067 | 1.7758 | 1.2702 | 1.0807 | 1.2365 | 0.9582 |
Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Winning Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Losing Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Profitability (%) | 43.2133 | 43.3333 | 43.0939 | 43.2133 | 43.3333 | 43.0939 |
Ratio Avg Win / Avg Loss | 1.9799 | 2.3222 | 1.6773 | 1.4201 | 1.6169 | 1.2653 |
Largest Winning Trade | 68820 | 68820 | 47781 | 1842609 | 1842609 | 1671266 |
Largest Losing Trade | -29306 | -23123 | -29306 | -1570727 | -877174 | -1570727 |
Avg Bars in Trades | 13 | 17 | 8 | 13 | 17 | 8 |
Avg Bars in Winners | 18 | 26 | 10 | 18 | 26 | 10 |
Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
Bars Traded | 4729 | 3220 | 1509 | 4729 | 3220 | 1509 |
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 | 301868 | 207494 | -214375 | -124610 | 237718 | -581126 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 2 } } }
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# | 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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