Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589266.7138 | 410395.2082 | 178871.5056 | 924966.3306 | 68962.9662 | 856003.3644 |
Total P&L (%) | 589.2667 | 410.3952 | 178.8715 | 924.9663 | 68.963 | 856.0034 |
Avg Daily Profit (%) | 0.3099 | 0.2158 | 0.0941 | 0.1225 | 0.0276 | 0.1188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140556 | -137549 | -106399 | -1813745 | -2301789 | -799428 |
Profit Factor | 1.7101 | 1.946 | 1.4517 | 1.103 | 1.0144 | 1.2037 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 47.7366 | 45.9016 | 49.5868 | 47.7366 | 45.9016 | 49.5868 |
Ratio Avg Win / Avg Loss | 1.8722 | 2.2935 | 1.4758 | 1.2076 | 1.1956 | 1.2237 |
Largest Winning Trade | 173420 | 173420 | 58530 | 1125413 | 1125413 | 640919 |
Largest Losing Trade | -46086 | -46086 | -31845 | -869003 | -869003 | -645356 |
Avg Bars in Trades | 45 | 41 | 49 | 45 | 41 | 49 |
Avg Bars in Winners | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Losers | 31 | 26 | 37 | 31 | 26 | 37 |
Bars Traded | 11085 | 5097 | 5988 | 11085 | 5097 | 5988 |
Profit Streak | 0 | 0 | 502.1132 | 0 | 0 | 502.1132 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453933 | 346625 | -66168 | -135963 | -362571 | -34293 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 181 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } } }
# | 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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