Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211150.3631 | 89296.7508 | 121853.6122 | 299348.9768 | -20124.3731 | 319473.3499 |
Total P&L (%) | 211.1504 | 89.2968 | 121.8536 | 299.349 | -20.1244 | 319.4734 |
Avg Daily Profit (%) | 0.2276 | 0.0963 | 0.1314 | 0.1494 | -0.0242 | 0.1547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82168 | -68330 | -61411 | -474355 | -418970 | -375364 |
Profit Factor | 1.6634 | 1.5441 | 1.7903 | 1.2271 | 0.9729 | 1.5543 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 44.186 | 37.2093 | 51.1628 | 44.186 | 37.2093 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.1011 | 2.6057 | 1.7089 | 1.55 | 1.6417 | 1.4837 |
Largest Winning Trade | 61247 | 61247 | 32298 | 232905 | 232905 | 190000 |
Largest Losing Trade | -21469 | -18762 | -21469 | -89225 | -82506 | -89225 |
Avg Bars in Trades | 63 | 56 | 69 | 63 | 56 | 69 |
Avg Bars in Winners | 96 | 93 | 98 | 96 | 93 | 98 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 5419 | 2431 | 2988 | 5419 | 2431 | 2988 |
Profit Streak | 19.2677 | 0 | 26.7677 | 19.2677 | 0 | 26.7677 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343259 | -66697 | -13529 | 202884 | -582923 | 346130 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 58, "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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