Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553276.9952 | 430920.0437 | 122356.9515 | 619578.8539 | -276296.5188 | 895875.3727 |
Total P&L (%) | 553.277 | 430.92 | 122.357 | 619.5789 | -276.2965 | 895.8754 |
Avg Daily Profit (%) | 0.342 | 0.2663 | 0.0756 | 0.122 | 0 | 0.1422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136941 | -159754 | -87491 | -1634371 | -2063038 | -806465 |
Profit Factor | 1.3874 | 1.5847 | 1.177 | 1.0544 | 0.9544 | 1.1682 |
Total Trades | 419 | 210 | 209 | 419 | 210 | 209 |
Winning Trades | 176 | 85 | 91 | 176 | 85 | 91 |
Losing Trades | 243 | 125 | 118 | 243 | 125 | 118 |
Profitability (%) | 42.0048 | 40.4762 | 43.5407 | 42.0048 | 40.4762 | 43.5407 |
Ratio Avg Win / Avg Loss | 1.9156 | 2.3305 | 1.5262 | 1.4558 | 1.4035 | 1.5148 |
Largest Winning Trade | 186772 | 186772 | 38181 | 531753 | 531753 | 401788 |
Largest Losing Trade | -24317 | -18345 | -24317 | -336612 | -263368 | -336612 |
Avg Bars in Trades | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Winners | 60 | 61 | 58 | 60 | 61 | 58 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 19261 | 9595 | 9666 | 19261 | 9595 | 9666 |
Profit Streak | 0 | 0 | 498.202 | 0 | 0 | 498.202 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362192 | 286670 | -117317 | -191226 | -582271 | -37875 |
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{ "first_band": { "type": "ssf", "factors": { "length": 141, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 37, "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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