Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122127.2222 | 1047877.4417 | 74249.7806 | 201514.1875 | 204789.7217 | -3275.5342 |
Total P&L (%) | 1122.1272 | 1047.8774 | 74.2498 | 201.5142 | 204.7897 | -3.2755 |
Avg Daily Profit (%) | 0.6051 | 0.5651 | 0.04 | 0.0595 | 0.0601 | -0.0018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130587 | -124213 | -61768 | -636285 | -503353 | -307863 |
Profit Factor | 3.2363 | 4.7289 | 1.3363 | 1.0978 | 1.1737 | 0.9963 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 39.0625 | 34.375 | 43.75 | 39.0625 | 34.375 | 43.75 |
Ratio Avg Win / Avg Loss | 5.0486 | 9.028 | 1.7181 | 1.7125 | 2.2406 | 1.2809 |
Largest Winning Trade | 1116898 | 1116898 | 55377 | 708142 | 708142 | 219363 |
Largest Losing Trade | -37425 | -37425 | -36597 | -251817 | -251817 | -134732 |
Avg Bars in Trades | 167 | 135 | 199 | 167 | 135 | 199 |
Avg Bars in Winners | 322 | 265 | 366 | 322 | 265 | 366 |
Avg Bars in Losers | 68 | 67 | 68 | 68 | 67 | 68 |
Bars Traded | 10709 | 4335 | 6374 | 10709 | 4335 | 6374 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130344 | 455243 | -140464 | -373308 | -147141 | -581574 |
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 226, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "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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