Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240985.4276 | 67296.6695 | 173688.7581 | -59097.3494 | 91519.344 | -150616.6934 |
Total P&L (%) | 240.9854 | 67.2967 | 173.6888 | -59.0973 | 91.5193 | -150.6167 |
Avg Daily Profit (%) | 0.1627 | 0.0454 | 0.1173 | -0.0603 | 0.0439 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135979 | -97196 | -124238 | -506839 | -131956 | -471363 |
Profit Factor | 1.2166 | 1.1281 | 1.2959 | 0.9598 | 1.1536 | 0.8276 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 246 | 120 | 126 | 246 | 120 | 126 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 64.2298 | 62.8272 | 65.625 | 64.2298 | 62.8272 | 65.625 |
Ratio Avg Win / Avg Loss | 0.6775 | 0.6674 | 0.6788 | 0.5345 | 0.6826 | 0.4335 |
Largest Winning Trade | 37719 | 37719 | 30292 | 116293 | 116293 | 43731 |
Largest Losing Trade | -86601 | -32781 | -86601 | -421387 | -118889 | -421387 |
Avg Bars in Trades | 45 | 47 | 44 | 45 | 47 | 44 |
Avg Bars in Winners | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Losers | 82 | 87 | 76 | 82 | 87 | 76 |
Bars Traded | 17609 | 9040 | 8569 | 17609 | 9040 | 8569 |
Profit Streak | 13.1425 | 21.3925 | 13.1425 | 13.1425 | 21.3925 | 13.1425 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382422 | -210557 | -34488 | -575365 | -184335 | -577222 |
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{ "first_band": { "type": "ssf", "factors": { "length": 17, "offset": 0, "poles": 3 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 65 } } }
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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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