Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333823.3342 | 137542.1143 | 196281.2198 | 381928.1887 | -158397.862 | 540326.0507 |
Total P&L (%) | 333.8233 | 137.5421 | 196.2812 | 381.9282 | -158.3979 | 540.3261 |
Avg Daily Profit (%) | 0.2216 | 0.0913 | 0.1303 | 0.1045 | 0 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114654 | -67049 | -60102 | -607482 | -555359 | -458586 |
Profit Factor | 1.4109 | 1.3566 | 1.4599 | 1.1308 | 0.8939 | 1.3787 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 43.7209 | 40.7407 | 46.729 | 43.7209 | 40.7407 | 46.729 |
Ratio Avg Win / Avg Loss | 1.8161 | 1.9733 | 1.6643 | 1.4556 | 1.3003 | 1.5717 |
Largest Winning Trade | 73363 | 67318 | 73363 | 229399 | 148061 | 229399 |
Largest Losing Trade | -34138 | -27996 | -34138 | -131051 | -131051 | -125158 |
Avg Bars in Trades | 82 | 61 | 104 | 82 | 61 | 104 |
Avg Bars in Winners | 116 | 83 | 144 | 116 | 83 | 144 |
Avg Bars in Losers | 57 | 47 | 68 | 57 | 47 | 68 |
Bars Traded | 17831 | 6675 | 11156 | 17831 | 6675 | 11156 |
Profit Streak | 0 | 0 | 17.1754 | 0 | 0 | 17.1754 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301025 | -73380 | -17857 | -131503 | -582978 | -27218 |
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{ "first_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 164, "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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