Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594033.1075 | 514327.6335 | 79705.4739 | 575617.468 | 423307.1727 | 152310.2953 |
Total P&L (%) | 594.0331 | 514.3276 | 79.7055 | 575.6175 | 423.3072 | 152.3103 |
Avg Daily Profit (%) | 0.3107 | 0.269 | 0.0417 | 0.1 | 0.0866 | 0.0484 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142631 | -104095 | -84935 | -1085814 | -828211 | -649926 |
Profit Factor | 2.1365 | 2.9206 | 1.3127 | 1.1362 | 1.2064 | 1.07 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 43.0233 | 32.5581 | 53.4884 | 43.0233 | 32.5581 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.8294 | 6.0499 | 1.1415 | 1.5047 | 2.4989 | 0.9305 |
Largest Winning Trade | 316307 | 316307 | 56273 | 589862 | 589862 | 391060 |
Largest Losing Trade | -36740 | -27828 | -36740 | -419539 | -313668 | -419539 |
Avg Bars in Trades | 63 | 55 | 71 | 63 | 55 | 71 |
Avg Bars in Winners | 94 | 86 | 98 | 94 | 86 | 98 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 5445 | 2377 | 3068 | 5445 | 2377 | 3068 |
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 | 380301 | 269002 | -136559 | -131186 | -83454 | -272921 |
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{ "first_band": { "type": "ssf", "factors": { "length": 15, "offset": 99, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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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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