Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259683.494 | 1178717.6022 | 80965.8919 | 3264478.3429 | 2154277.4905 | 1110200.8524 |
Total P&L (%) | 1259.6835 | 1178.7176 | 80.9659 | 3264.4783 | 2154.2775 | 1110.2009 |
Avg Daily Profit (%) | 0.5034 | 0.471 | 0.0324 | 0.1406 | 0.1246 | 0.0997 |
Buy And Hold Return (%) | 389.4619 | 389.4619 | 389.4619 | 389.4619 | 389.4619 | 389.4619 |
Max Trade Drawdown | -156916 | -53675 | -115122 | -22041775 | -8525695 | -16614594 |
Profit Factor | 3.5955 | 7.3172 | 1.271 | 1.0961 | 1.1603 | 1.0541 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 4.3945 | 10.9757 | 1.271 | 1.3397 | 1.7404 | 1.0541 |
Largest Winning Trade | 742425 | 742425 | 56588 | 7435246 | 5272474 | 7435246 |
Largest Losing Trade | -65420 | -22395 | -65420 | -9561522 | -4109368 | -9561522 |
Avg Bars in Trades | 60 | 52 | 69 | 60 | 52 | 69 |
Avg Bars in Winners | 95 | 99 | 92 | 95 | 99 | 92 |
Avg Bars in Losers | 32 | 21 | 46 | 32 | 21 | 46 |
Bars Traded | 4868 | 2099 | 2769 | 4868 | 2099 | 2769 |
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 | -11229 | 429629 | -315510 | -145444 | -74243 | -223706 |
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{ "first_band": { "type": "ssf", "factors": { "length": 159, "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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