Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241353.7682 | 139941.0439 | 101412.7243 | 97147.0351 | 262.4999 | 96884.5353 |
Total P&L (%) | 241.3538 | 139.941 | 101.4127 | 97.147 | 0.2625 | 96.8845 |
Avg Daily Profit (%) | 0.2317 | 0.1343 | 0.0974 | 0.0652 | 0.0003 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76878 | -72034 | -58332 | -243937 | -239402 | -102423 |
Profit Factor | 1.3312 | 1.387 | 1.2762 | 1.0749 | 1.0004 | 1.1562 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 179 | 86 | 93 | 179 | 86 | 93 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 71.0317 | 68.254 | 73.8095 | 71.0317 | 68.254 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.5429 | 0.6451 | 0.4528 | 0.4384 | 0.4653 | 0.4103 |
Largest Winning Trade | 37350 | 37350 | 29939 | 52659 | 52659 | 37096 |
Largest Losing Trade | -58332 | -48890 | -58332 | -128047 | -128047 | -102423 |
Avg Bars in Trades | 97 | 98 | 95 | 97 | 98 | 95 |
Avg Bars in Winners | 56 | 57 | 56 | 56 | 57 | 56 |
Avg Bars in Losers | 195 | 188 | 205 | 195 | 188 | 205 |
Bars Traded | 24498 | 12464 | 12034 | 24498 | 12464 | 12034 |
Profit Streak | 11.3943 | 52.6443 | 11.3943 | 11.3943 | 52.6443 | 11.3943 |
Trades During Streak | 4 | 9 | 2 | 4 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436254 | -10929 | -60484 | -240100 | -576218 | -152206 |
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{ "first_band": { "type": "ssf", "factors": { "length": 60, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 204, "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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