Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88184.9531 | 24399.5259 | 63785.4272 | 87700.2056 | 3223.4973 | 84476.7083 |
Total P&L (%) | 88.185 | 24.3995 | 63.7854 | 87.7002 | 3.2235 | 84.4767 |
Avg Daily Profit (%) | 0.3386 | 0.0937 | 0.2449 | 0.2421 | 0.0122 | 0.2354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70006 | -34883 | -41405 | -185176 | -101683 | -106578 |
Profit Factor | 1.2816 | 1.1433 | 1.4463 | 1.1186 | 1.008 | 1.2511 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 55.4054 | 54.955 | 55.8559 | 55.4054 | 54.955 | 55.8559 |
Ratio Avg Win / Avg Loss | 1.0315 | 0.9371 | 1.1431 | 0.9003 | 0.8262 | 0.9887 |
Largest Winning Trade | 13800 | 13800 | 11827 | 27428 | 27428 | 26113 |
Largest Losing Trade | -23064 | -13863 | -23064 | -61179 | -30709 | -61179 |
Avg Bars in Trades | 109 | 110 | 109 | 109 | 110 | 109 |
Avg Bars in Winners | 77 | 71 | 83 | 77 | 71 | 83 |
Avg Bars in Losers | 150 | 158 | 141 | 150 | 158 | 141 |
Bars Traded | 24395 | 12273 | 12122 | 24395 | 12273 | 12122 |
Profit Streak | 4.2357 | 7.7774 | 0 | 4.2357 | 7.7774 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332772 | -136310 | 276252 | -83277 | -555609 | 185278 |
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{ "first_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 231, "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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