Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570597.1243 | 536700.6768 | 33896.4475 | -34221.9958 | 505874.6196 | -540096.6154 |
Total P&L (%) | 570.5971 | 536.7007 | 33.8964 | -34.222 | 505.8746 | -540.0966 |
Avg Daily Profit (%) | 0.3033 | 0.2853 | 0.018 | -0.0223 | 0.0958 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -316149 | -168144 | -185538 | -1371699 | -636934 | -797565 |
Profit Factor | 1.4979 | 1.8628 | 1.0647 | 0.9873 | 1.3906 | 0.6121 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 39.645 | 35.7143 | 43.5294 | 39.645 | 35.7143 | 43.5294 |
Ratio Avg Win / Avg Loss | 2.2803 | 3.353 | 1.3812 | 1.503 | 2.5031 | 0.7941 |
Largest Winning Trade | 302869 | 302869 | 71131 | 608268 | 608268 | 175116 |
Largest Losing Trade | -49950 | -49950 | -44076 | -433153 | -218118 | -433153 |
Avg Bars in Trades | 22 | 22 | 21 | 22 | 22 | 21 |
Avg Bars in Winners | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 3727 | 1915 | 1812 | 3727 | 1915 | 1812 |
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 | 304578 | 241006 | -323490 | -580864 | -68522 | -583343 |
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{ "first_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 26, "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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