Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95700.0967 | 17706.5019 | 77993.5948 | 61747.829 | -14357.9521 | 76105.7812 |
Total P&L (%) | 95.7001 | 17.7065 | 77.9936 | 61.7478 | -14.358 | 76.1058 |
Avg Daily Profit (%) | 0.3675 | 0.068 | 0.2995 | 0.1848 | -0.0595 | 0.2175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98724 | -49156 | -67671 | -126070 | -74240 | -72268 |
Profit Factor | 1.1979 | 1.0711 | 1.3329 | 1.1149 | 0.9511 | 1.3118 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Losing Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Profitability (%) | 56.3177 | 58.6957 | 53.9568 | 56.3177 | 58.6957 | 53.9568 |
Ratio Avg Win / Avg Loss | 0.9292 | 0.7537 | 1.1374 | 0.8648 | 0.6693 | 1.1194 |
Largest Winning Trade | 28638 | 14794 | 28638 | 36009 | 19397 | 36009 |
Largest Losing Trade | -34279 | -21672 | -34279 | -36284 | -30993 | -36284 |
Avg Bars in Trades | 89 | 87 | 91 | 89 | 87 | 91 |
Avg Bars in Winners | 79 | 76 | 81 | 79 | 76 | 81 |
Avg Bars in Losers | 102 | 102 | 101 | 102 | 102 | 101 |
Bars Traded | 24739 | 12088 | 12651 | 24739 | 12088 | 12651 |
Profit Streak | 8.0773 | 8.0773 | 8.5044 | 8.0773 | 8.0773 | 8.5044 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 259892 | -253451 | 335891 | -86257 | -579631 | 306029 |
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{ "first_band": { "type": "ssf", "factors": { "length": 108, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 151, "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) |
---|