Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1654765.6502 | 1613600.1403 | 41165.5099 | 824673.1454 | -781965.9029 | 1606639.0483 |
Total P&L (%) | 1654.7657 | 1613.6001 | 41.1655 | 824.6731 | -781.9659 | 1606.639 |
Avg Daily Profit (%) | 0.9269 | 0.9039 | 0.0231 | 0.1247 | 0 | 0.159 |
Buy And Hold Return (%) | 351.8921 | 351.8921 | 351.8921 | 351.8921 | 351.8921 | 351.8921 |
Max Trade Drawdown | -109333 | -99397 | -148626 | -2669308 | -2001152 | -1524618 |
Profit Factor | 3.1094 | 5.3173 | 1.1002 | 1.0883 | 0.8448 | 1.3732 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 30.0699 | 26.3889 | 33.8028 | 30.0699 | 26.3889 | 33.8028 |
Ratio Avg Win / Avg Loss | 7.2313 | 14.8324 | 2.1546 | 2.5308 | 2.3566 | 2.6892 |
Largest Winning Trade | 1471619 | 1471619 | 57117 | 619756 | 619756 | 591881 |
Largest Losing Trade | -56861 | -21353 | -56861 | -540406 | -297545 | -540406 |
Avg Bars in Trades | 48 | 42 | 53 | 48 | 42 | 53 |
Avg Bars in Winners | 113 | 106 | 119 | 113 | 106 | 119 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 6870 | 3068 | 3802 | 6870 | 3068 | 3802 |
Profit Streak | 22.0364 | 22.7864 | 0 | 22.0364 | 22.7864 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388673 | -83022 | -530255 | -159912 | -680604 | -85646 |
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{ "first_band": { "type": "ssf", "factors": { "length": 159, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 199, "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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