Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277059.4876 | 24835.3416 | 252224.1459 | 344322.7819 | -115279.6734 | 459602.4553 |
Total P&L (%) | 277.0595 | 24.8353 | 252.2241 | 344.3228 | -115.2797 | 459.6025 |
Avg Daily Profit (%) | 0.1809 | 0.0162 | 0.1647 | 0.0974 | 0 | 0.1125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85081 | -74583 | -45842 | -453038 | -478593 | -225270 |
Profit Factor | 1.7048 | 1.1006 | 2.7248 | 1.227 | 0.876 | 1.7828 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 41.8605 | 32.5581 | 51.1628 | 41.8605 | 32.5581 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.3678 | 2.2798 | 2.601 | 1.7041 | 1.8146 | 1.7018 |
Largest Winning Trade | 78463 | 78463 | 69450 | 223802 | 223802 | 187611 |
Largest Losing Trade | -26790 | -26108 | -26790 | -115544 | -112351 | -115544 |
Avg Bars in Trades | 51 | 36 | 66 | 51 | 36 | 66 |
Avg Bars in Winners | 86 | 61 | 103 | 86 | 61 | 103 |
Avg Bars in Losers | 25 | 24 | 28 | 25 | 24 | 28 |
Bars Traded | 4421 | 1564 | 2857 | 4421 | 1564 | 2857 |
Profit Streak | 0 | 0 | 44.3415 | 0 | 0 | 44.3415 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279094 | -290344 | 493459 | -65103 | -584732 | -38245 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 20, "offset": 0 } } }
# | 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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