Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627843.9257 | 528572.6696 | 99271.256 | 544478.508 | 775226.317 | -230747.8091 |
Total P&L (%) | 627.8439 | 528.5727 | 99.2713 | 544.4785 | 775.2263 | -230.7478 |
Avg Daily Profit (%) | 0.3914 | 0.3295 | 0.0619 | 0.1162 | 0.1353 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172355 | -83540 | -86047 | -1117888 | -835270 | -743039 |
Profit Factor | 2.2164 | 2.9807 | 1.3982 | 1.1865 | 1.5218 | 0.8391 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 37.6623 | 33.3333 | 42.1053 | 37.6623 | 33.3333 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.6686 | 5.9614 | 1.9226 | 1.9638 | 3.0436 | 1.1538 |
Largest Winning Trade | 321549 | 321549 | 64961 | 1145142 | 1145142 | 296500 |
Largest Losing Trade | -36816 | -21955 | -36816 | -277644 | -244520 | -277644 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 117 | 103 | 129 | 117 | 103 | 129 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 4552 | 1918 | 2634 | 4552 | 1918 | 2634 |
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 | -37183 | 301564 | -111548 | -102781 | -15853 | -582168 |
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{ "first_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 123, "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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