Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67984.9276 | 41637.3068 | 26347.6208 | 47198.4551 | 46902.5818 | 295.8733 |
Total P&L (%) | 67.9849 | 41.6373 | 26.3476 | 47.1985 | 46.9026 | 0.2959 |
Avg Daily Profit (%) | 0.4894 | 0.2997 | 0.1897 | 0.2787 | 0.2773 | 0.0021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42596 | -26411 | -48074 | -53515 | -22227 | -64703 |
Profit Factor | 1.3755 | 1.5957 | 1.2371 | 1.2312 | 1.671 | 1.0022 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 70 | 65.4545 | 74.5455 | 70 | 65.4545 | 74.5455 |
Ratio Avg Win / Avg Loss | 0.5895 | 0.8422 | 0.4224 | 0.5277 | 0.8819 | 0.3422 |
Largest Winning Trade | 9841 | 9795 | 9841 | 11484 | 8566 | 11484 |
Largest Losing Trade | -42596 | -14436 | -42596 | -53515 | -14481 | -53515 |
Avg Bars in Trades | 118 | 115 | 120 | 118 | 115 | 120 |
Avg Bars in Winners | 89 | 82 | 95 | 89 | 82 | 95 |
Avg Bars in Losers | 185 | 177 | 195 | 185 | 177 | 195 |
Bars Traded | 12994 | 6351 | 6643 | 12994 | 6351 | 6643 |
Profit Streak | 0 | 0 | 137.5739 | 0 | 0 | 137.5739 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367945 | -173211 | -175077 | 219234 | -172773 | -752724 |
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 160, "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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