Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90416.3265 | 30410.9662 | 60005.3602 | 111440.4972 | 42941.4337 | 68499.0635 |
Total P&L (%) | 90.4163 | 30.411 | 60.0054 | 111.4405 | 42.9414 | 68.4991 |
Avg Daily Profit (%) | 0.3472 | 0.1168 | 0.2304 | 0.2879 | 0.1373 | 0.2006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31831 | -19936 | -24918 | -60016 | -23704 | -46794 |
Profit Factor | 1.5522 | 1.3355 | 1.8209 | 1.4104 | 1.3055 | 1.5228 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 72.0721 | 67.8571 | 76.3636 | 72.0721 | 67.8571 | 76.3636 |
Ratio Avg Win / Avg Loss | 0.6015 | 0.6326 | 0.5636 | 0.5465 | 0.6184 | 0.4713 |
Largest Winning Trade | 12495 | 9383 | 12495 | 18848 | 11690 | 18848 |
Largest Losing Trade | -21271 | -19936 | -21271 | -37597 | -23704 | -37597 |
Avg Bars in Trades | 221 | 244 | 197 | 221 | 244 | 197 |
Avg Bars in Winners | 129 | 139 | 120 | 129 | 139 | 120 |
Avg Bars in Losers | 457 | 465 | 446 | 457 | 465 | 446 |
Bars Traded | 24556 | 13703 | 10853 | 24556 | 13703 | 10853 |
Profit Streak | 4.4893 | 4.4893 | 18.7601 | 4.4893 | 4.4893 | 18.7601 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416786 | -220443 | -169076 | 367344 | -192172 | -169663 |
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 181, "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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