Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742552.5804 | 620517.4618 | 122035.1186 | 261598.831 | 294323.1267 | -32724.2957 |
Total P&L (%) | 742.5526 | 620.5175 | 122.0351 | 261.5988 | 294.3231 | -32.7243 |
Avg Daily Profit (%) | 0.4655 | 0.389 | 0.0765 | 0.0806 | 0.086 | -0.0248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116872 | -108456 | -120394 | -487775 | -489987 | -319939 |
Profit Factor | 1.7941 | 2.1599 | 1.305 | 1.1158 | 1.2222 | 0.965 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 47.2727 | 43.3735 | 51.2195 | 47.2727 | 43.3735 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.0011 | 2.8198 | 1.2429 | 1.2445 | 1.5956 | 0.919 |
Largest Winning Trade | 442997 | 442997 | 62017 | 523829 | 523829 | 94165 |
Largest Losing Trade | -58918 | -34272 | -58918 | -185275 | -126380 | -185275 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 4708 | 2196 | 2512 | 4708 | 2196 | 2512 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496475 | 400692 | -94998 | -178405 | -80000 | -585078 |
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{ "first_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 35, "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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