Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155928.2112 | 86392.7495 | 69535.4616 | 265809.4473 | 181305.5855 | 84503.8618 |
Total P&L (%) | 155.9282 | 86.3928 | 69.5355 | 265.8094 | 181.3056 | 84.5039 |
Avg Daily Profit (%) | 0.5988 | 0.3317 | 0.267 | 0.4993 | 0.3979 | 0.2355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33311 | -25865 | -26512 | -62457 | -39015 | -56267 |
Profit Factor | 1.5103 | 1.5859 | 1.4398 | 1.4685 | 1.6967 | 1.2751 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 54.0816 | 52.0408 | 56.1224 | 54.0816 | 52.0408 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.2823 | 1.4615 | 1.1257 | 1.2468 | 1.5636 | 0.9969 |
Largest Winning Trade | 18981 | 18981 | 17087 | 36419 | 36419 | 25629 |
Largest Losing Trade | -14912 | -11001 | -14912 | -32109 | -21286 | -32109 |
Avg Bars in Trades | 126 | 125 | 126 | 126 | 125 | 126 |
Avg Bars in Winners | 135 | 132 | 138 | 135 | 132 | 138 |
Avg Bars in Losers | 114 | 118 | 111 | 114 | 118 | 111 |
Bars Traded | 24701 | 12296 | 12405 | 24701 | 12296 | 12405 |
Profit Streak | 1.2627 | 3.044 | 0 | 1.2627 | 3.044 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354537 | 289707 | 295432 | 314722 | 359901 | 190612 |
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{ "first_band": { "type": "ssf", "factors": { "length": 209, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 239, "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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