Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306975.7726 | 334510.1082 | -27534.3356 | 42448402.4924 | 19984420.8423 | 22463981.6502 |
Total P&L (%) | 306.9758 | 334.5101 | -27.5343 | 42448.4025 | 19984.4208 | 22463.9817 |
Avg Daily Profit (%) | 0.1416 | 0.1543 | -0.0127 | 0.2796 | 0.2449 | 0.2503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -441254 | -47303 | -457777 | -3497946 | -3603177 | -2071208 |
Profit Factor | 1.3229 | 2.2114 | 0.9592 | 3.6206 | 3.199 | 4.1594 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 85 | 38 | 47 | 83 | 39 | 44 |
Losing Trades | 41 | 25 | 16 | 43 | 24 | 19 |
Profitability (%) | 67.4603 | 60.3175 | 74.6032 | 65.873 | 61.9048 | 69.8413 |
Ratio Avg Win / Avg Loss | 0.6381 | 1.4548 | 0.3265 | 1.8757 | 1.9686 | 1.7961 |
Largest Winning Trade | 54773 | 43695 | 54773 | 5680942 | 4602525 | 5680942 |
Largest Losing Trade | -265507 | -41852 | -265507 | -2496086 | -2496086 | -1665175 |
Avg Bars in Trades | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Winners | 52 | 57 | 48 | 56 | 61 | 52 |
Avg Bars in Losers | 92 | 88 | 96 | 82 | 83 | 81 |
Bars Traded | 8256 | 4416 | 3840 | 8256 | 4416 | 3840 |
Profit Streak | 109.7912 | 109.7912 | 126.7912 | 109.7912 | 109.7912 | 126.7912 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1506 | -134453 | -723310 | 692884 | -130039 | -127503 |
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 166, "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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