Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76776.5846 | 20673.4201 | 56103.1645 | 59599.5981 | 13590.3147 | 46009.2834 |
Total P&L (%) | 76.7766 | 20.6734 | 56.1032 | 59.5996 | 13.5903 | 46.0093 |
Avg Daily Profit (%) | 0.2948 | 0.0794 | 0.2154 | 0.1797 | 0.0489 | 0.1454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46430 | -45381 | -45148 | -56319 | -54275 | -62470 |
Profit Factor | 1.2535 | 1.1274 | 1.3992 | 1.1704 | 1.0738 | 1.2777 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 60.1124 | 59.5506 | 60.6742 | 60.1124 | 59.5506 | 60.6742 |
Ratio Avg Win / Avg Loss | 0.8318 | 0.7658 | 0.9069 | 0.7766 | 0.7294 | 0.8281 |
Largest Winning Trade | 13754 | 13754 | 11409 | 14060 | 14060 | 11389 |
Largest Losing Trade | -26553 | -22896 | -26553 | -33742 | -29740 | -33742 |
Avg Bars in Trades | 139 | 148 | 130 | 139 | 148 | 130 |
Avg Bars in Winners | 112 | 102 | 122 | 112 | 102 | 122 |
Avg Bars in Losers | 180 | 216 | 144 | 180 | 216 | 144 |
Bars Traded | 24855 | 13217 | 11638 | 24855 | 13217 | 11638 |
Profit Streak | 10.2828 | 10.9182 | 10.2828 | 10.2828 | 10.9182 | 10.2828 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329351 | -174381 | 255700 | -25435 | -321522 | -1030 |
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 86, "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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