Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505619.2364 | 337874.4574 | 167744.7791 | 1044178.4951 | 937858.9237 | 106319.5714 |
Total P&L (%) | 505.6192 | 337.8745 | 167.7448 | 1044.1785 | 937.8589 | 106.3196 |
Avg Daily Profit (%) | 0.2996 | 0.2002 | 0.0994 | 0.1445 | 0.1387 | 0.0429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102511 | -90283 | -80806 | -2423655 | -933156 | -1769013 |
Profit Factor | 1.9068 | 2.1046 | 1.6665 | 1.1756 | 1.3261 | 1.0346 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 41.2844 | 33.3333 | 49.0909 | 41.2844 | 33.3333 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.7119 | 4.2093 | 1.7282 | 1.6719 | 2.6523 | 1.0729 |
Largest Winning Trade | 192961 | 192961 | 52361 | 1210191 | 1210191 | 591224 |
Largest Losing Trade | -28504 | -17795 | -28504 | -456181 | -430933 | -456181 |
Avg Bars in Trades | 92 | 83 | 101 | 92 | 83 | 101 |
Avg Bars in Winners | 157 | 159 | 156 | 157 | 159 | 156 |
Avg Bars in Losers | 46 | 45 | 47 | 46 | 45 | 47 |
Bars Traded | 10038 | 4483 | 5555 | 10038 | 4483 | 5555 |
Profit Streak | 0 | 46.6947 | 0 | 0 | 46.6947 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338753 | -174631 | -237533 | -29062 | -192312 | -498428 |
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{ "first_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 50, "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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