Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49459.632 | 34515.296 | 14944.336 | 25764.1854 | 17070.8102 | 8693.3752 |
Total P&L (%) | 49.4596 | 34.5153 | 14.9443 | 25.7642 | 17.0708 | 8.6934 |
Avg Daily Profit (%) | 0.5697 | 0.3976 | 0.1722 | 0.2644 | 0.1817 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64666 | -30363 | -56603 | -84406 | -44656 | -78160 |
Profit Factor | 1.2718 | 1.3721 | 1.1675 | 1.1013 | 1.1327 | 1.0691 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 70.2899 | 66.6667 | 73.913 | 70.2899 | 66.6667 | 73.913 |
Ratio Avg Win / Avg Loss | 0.5376 | 0.6861 | 0.4121 | 0.4655 | 0.5663 | 0.3773 |
Largest Winning Trade | 32959 | 32959 | 10663 | 24155 | 24155 | 13513 |
Largest Losing Trade | -39925 | -14701 | -39925 | -52879 | -22506 | -52879 |
Avg Bars in Trades | 177 | 190 | 164 | 177 | 190 | 164 |
Avg Bars in Winners | 122 | 128 | 116 | 122 | 128 | 116 |
Avg Bars in Losers | 308 | 313 | 302 | 308 | 313 | 302 |
Bars Traded | 24516 | 13137 | 11379 | 24516 | 13137 | 11379 |
Profit Streak | 0 | 0 | 3.9395 | 0 | 0 | 3.9395 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312978 | -96008 | -142394 | -105063 | -179091 | -476536 |
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 243, "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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