Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902587.4123 | 682276.9256 | 220310.4867 | 1296501.7317 | 1100957.2307 | 195544.5011 |
Total P&L (%) | 902.5874 | 682.2769 | 220.3105 | 1296.5017 | 1100.9572 | 195.5445 |
Avg Daily Profit (%) | 0.6056 | 0.4578 | 0.1478 | 0.177 | 0.1669 | 0.0727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118411 | -78033 | -56185 | -3898410 | -2254612 | -2194801 |
Profit Factor | 1.8244 | 2.1215 | 1.4529 | 1.0796 | 1.1378 | 1.0235 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 115 | 49 | 66 | 115 | 49 | 66 |
Losing Trades | 142 | 79 | 63 | 142 | 79 | 63 |
Profitability (%) | 44.7471 | 38.2813 | 51.1628 | 44.7471 | 38.2813 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.2528 | 3.4203 | 1.3869 | 1.3331 | 1.8345 | 0.977 |
Largest Winning Trade | 442247 | 442247 | 55044 | 1885674 | 1885674 | 1251304 |
Largest Losing Trade | -35928 | -35928 | -30805 | -1350335 | -896256 | -1350335 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 2950 | 1540 | 1410 | 2950 | 1540 | 1410 |
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 | 523620 | 352129 | 198314 | -125564 | -64535 | -291906 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "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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