Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273204.1518 | 331357.9701 | -58153.8183 | -181133.5238 | 287916.8168 | -469050.3405 |
Total P&L (%) | 273.2042 | 331.358 | -58.1538 | -181.1335 | 287.9168 | -469.0503 |
Avg Daily Profit (%) | 0.1415 | 0.1717 | -0.0301 | 0 | 0.0703 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143399 | -103242 | -192574 | -640785 | -211718 | -594061 |
Profit Factor | 1.2159 | 1.5648 | 0.9143 | 0.9081 | 1.376 | 0.611 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 116 | 54 | 62 | 113 | 65 | 48 |
Losing Trades | 117 | 63 | 54 | 120 | 52 | 68 |
Profitability (%) | 49.7854 | 46.1538 | 53.4483 | 48.4979 | 55.5556 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.2264 | 1.8256 | 0.7964 | 0.9644 | 1.1008 | 0.8655 |
Largest Winning Trade | 138003 | 138003 | 51920 | 156277 | 156277 | 150627 |
Largest Losing Trade | -143399 | -30743 | -143399 | -356159 | -89410 | -356159 |
Avg Bars in Trades | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Winners | 56 | 55 | 57 | 43 | 40 | 48 |
Avg Bars in Losers | 41 | 38 | 45 | 53 | 52 | 54 |
Bars Traded | 11405 | 5402 | 6003 | 11405 | 5402 | 6003 |
Profit Streak | 0 | 0 | 20.1889 | 6.5222 | 12.3555 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3391 | 304301 | -580022 | -579453 | -97494 | -584376 |
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{ "first_band": { "type": "ssf", "factors": { "length": 179, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 71, "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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