Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86129.469 | 31842.5351 | 54286.9339 | 110082.8485 | 43834.722 | 66248.1265 |
Total P&L (%) | 86.1295 | 31.8425 | 54.2869 | 110.0828 | 43.8347 | 66.2481 |
Avg Daily Profit (%) | 0.3307 | 0.1223 | 0.2085 | 0.2855 | 0.1397 | 0.1954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18546 | -23059 | -23358 | -32925 | -27938 | -42472 |
Profit Factor | 1.7254 | 1.4306 | 2.212 | 1.6258 | 1.4275 | 1.903 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 73.2558 | 67.4419 | 79.0698 | 73.2558 | 67.4419 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.6299 | 0.6906 | 0.5855 | 0.5936 | 0.6891 | 0.5037 |
Largest Winning Trade | 12654 | 12654 | 12362 | 24717 | 22339 | 24717 |
Largest Losing Trade | -18546 | -18546 | -14831 | -26627 | -19317 | -26627 |
Avg Bars in Trades | 285 | 322 | 247 | 285 | 322 | 247 |
Avg Bars in Winners | 193 | 214 | 175 | 193 | 214 | 175 |
Avg Bars in Losers | 537 | 547 | 521 | 537 | 547 | 521 |
Bars Traded | 24532 | 13873 | 10659 | 24532 | 13873 | 10659 |
Profit Streak | 0 | 9.6894 | 0 | 0 | 9.6894 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408873 | -31925 | 378040 | 388025 | -7672 | 381257 |
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 197, "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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