Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65877.4255 | -6248.1276 | 72125.5531 | 22335.2804 | 5669.8283 | 16665.4522 |
Total P&L (%) | 65.8774 | -6.2481 | 72.1256 | 22.3353 | 5.6698 | 16.6655 |
Avg Daily Profit (%) | 0.253 | -0.024 | 0.277 | 0.0774 | 0.0212 | 0.0592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65537 | -62787 | -63195 | -145264 | -54169 | -136230 |
Profit Factor | 1.2275 | 0.9648 | 1.6447 | 1.0542 | 1.0267 | 1.0835 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 43 | 27 | 16 | 43 | 27 | 16 |
Profitability (%) | 68.6131 | 60.8696 | 76.4706 | 68.6131 | 60.8696 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.5615 | 0.6202 | 0.5061 | 0.4823 | 0.66 | 0.3334 |
Largest Winning Trade | 14247 | 14247 | 13562 | 29187 | 29187 | 16884 |
Largest Losing Trade | -47789 | -32722 | -47789 | -97597 | -28183 | -97597 |
Avg Bars in Trades | 179 | 195 | 162 | 179 | 195 | 162 |
Avg Bars in Winners | 103 | 97 | 108 | 103 | 97 | 108 |
Avg Bars in Losers | 344 | 348 | 337 | 344 | 348 | 337 |
Bars Traded | 24549 | 13508 | 11041 | 24549 | 13508 | 11041 |
Profit Streak | 5.252 | 5.252 | 19.2416 | 5.252 | 5.252 | 19.2416 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300027 | -681733 | -97463 | -254866 | -624104 | -359442 |
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{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 115, "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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