Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190705.3433 | 106057.2798 | 84648.0635 | 155666.5286 | 52608.6696 | 103057.859 |
Total P&L (%) | 190.7053 | 106.0573 | 84.6481 | 155.6665 | 52.6087 | 103.0579 |
Avg Daily Profit (%) | 0.3662 | 0.2036 | 0.1625 | 0.1804 | 0.0812 | 0.1361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96650 | -78366 | -52335 | -243241 | -217099 | -137097 |
Profit Factor | 1.4975 | 1.4879 | 1.51 | 1.1973 | 1.1149 | 1.311 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 69.0265 | 67.8571 | 70.1754 | 69.0265 | 67.8571 | 70.1754 |
Ratio Avg Win / Avg Loss | 0.6719 | 0.7048 | 0.6417 | 0.5372 | 0.5281 | 0.5572 |
Largest Winning Trade | 30372 | 30372 | 18104 | 36136 | 36136 | 36129 |
Largest Losing Trade | -45314 | -44844 | -45314 | -132955 | -132955 | -106088 |
Avg Bars in Trades | 217 | 244 | 190 | 217 | 244 | 190 |
Avg Bars in Winners | 138 | 132 | 143 | 138 | 132 | 143 |
Avg Bars in Losers | 394 | 481 | 301 | 394 | 481 | 301 |
Bars Traded | 24561 | 13710 | 10851 | 24561 | 13710 | 10851 |
Profit Streak | 5.1707 | 0 | 16.0665 | 5.1707 | 0 | 16.0665 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416754 | -171091 | -169524 | 186520 | -359767 | -189392 |
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{ "first_band": { "type": "ssf", "factors": { "length": 122, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 167, "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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