Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151707.2965 | -34123.5267 | 185830.8232 | 69242.9183 | -56808.1614 | 126051.0797 |
Total P&L (%) | 151.7073 | -34.1235 | 185.8308 | 69.2429 | -56.8082 | 126.0511 |
Avg Daily Profit (%) | 0.1473 | -0.0331 | 0.1805 | 0.0511 | -0.0815 | 0.0792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107407 | -134677 | -46986 | -139189 | -150999 | -67965 |
Profit Factor | 1.4549 | 0.8668 | 3.4048 | 1.1741 | 0.7977 | 2.0776 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 80 | 72.5 | 87.5 | 80 | 72.5 | 87.5 |
Ratio Avg Win / Avg Loss | 0.3637 | 0.3288 | 0.4864 | 0.2935 | 0.3026 | 0.2968 |
Largest Winning Trade | 17647 | 17103 | 17647 | 22512 | 22512 | 17912 |
Largest Losing Trade | -58037 | -58037 | -36796 | -77122 | -77122 | -50629 |
Avg Bars in Trades | 35 | 46 | 25 | 35 | 46 | 25 |
Avg Bars in Winners | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Losers | 117 | 129 | 91 | 117 | 129 | 91 |
Bars Traded | 2861 | 1840 | 1021 | 2861 | 1840 | 1021 |
Profit Streak | 84.857 | 84.857 | 124.1903 | 84.857 | 84.857 | 124.1903 |
Trades During Streak | 19 | 9 | 10 | 19 | 9 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14833 | -576213 | 637311 | -173230 | -576213 | -79465 |
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{ "first_band": { "type": "fwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 2 } } }
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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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