Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2815964.5787 | 2701517.0981 | 114447.4806 | 4775931.0566 | 2002812.6714 | 2773118.3852 |
Total P&L (%) | 2815.9646 | 2701.5171 | 114.4475 | 4775.9311 | 2002.8127 | 2773.1184 |
Avg Daily Profit (%) | 1.2711 | 1.2195 | 0.0517 | 0.1756 | 0.1376 | 0.1517 |
Buy And Hold Return (%) | 262.2477 | 262.2477 | 262.2477 | 262.2477 | 262.2477 | 262.2477 |
Max Trade Drawdown | -126387 | -74123 | -120577 | -5232762 | -4760379 | -2931207 |
Profit Factor | 3.6405 | 6.1825 | 1.2099 | 1.175 | 1.1425 | 1.2095 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 174 | 90 | 84 | 174 | 90 | 84 |
Profitability (%) | 30.6773 | 28.5714 | 32.8 | 30.6773 | 28.5714 | 32.8 |
Ratio Avg Win / Avg Loss | 8.2265 | 15.4563 | 2.4789 | 2.6552 | 2.8562 | 2.478 |
Largest Winning Trade | 2501104 | 2501104 | 54766 | 3264740 | 3264740 | 1795400 |
Largest Losing Trade | -23626 | -18761 | -23626 | -1005414 | -1005414 | -997673 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 6374 | 3064 | 3310 | 6374 | 3064 | 3310 |
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 | 520182 | 289523 | -295690 | -25028 | -85652 | 58801 |
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{ "first_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 242, "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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