Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643847.0928 | 459442.5747 | 184404.5181 | 1080765.0867 | 65256.737 | 1015508.3497 |
Total P&L (%) | 643.8471 | 459.4426 | 184.4045 | 1080.7651 | 65.2567 | 1015.5084 |
Avg Daily Profit (%) | 0.4331 | 0.3091 | 0.1241 | 0.1662 | 0.0338 | 0.1624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63111 | -60744 | -49948 | -1142067 | -1225313 | -785115 |
Profit Factor | 2.6221 | 3.4069 | 1.895 | 1.2379 | 1.0274 | 1.4698 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 50.8197 | 45.1613 | 56.6667 | 50.8197 | 45.1613 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.5375 | 4.1369 | 1.4491 | 1.198 | 1.2476 | 1.124 |
Largest Winning Trade | 370605 | 370605 | 75734 | 796222 | 778113 | 796222 |
Largest Losing Trade | -47129 | -24703 | -47129 | -480487 | -480487 | -478724 |
Avg Bars in Trades | 46 | 32 | 60 | 46 | 32 | 60 |
Avg Bars in Winners | 59 | 40 | 74 | 59 | 40 | 74 |
Avg Bars in Losers | 33 | 26 | 42 | 33 | 26 | 42 |
Bars Traded | 2840 | 1017 | 1823 | 2840 | 1017 | 1823 |
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 | -150862 | 473289 | -24099 | -158439 | -340351 | 347561 |
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{ "first_band": { "type": "ssf", "factors": { "length": 127, "offset": 0, "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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