Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -39934.011 | 306370.5346 | -346304.5456 | 10861956.7839 | 2457279.4136 | 8404677.3704 |
Total P&L (%) | -39.934 | 306.3705 | -346.3045 | 10861.9568 | 2457.2794 | 8404.6774 |
Avg Daily Profit (%) | -0.0214 | 0.1639 | -0.1853 | 0.2516 | 0.1736 | 0.238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -468716 | -48244 | -451416 | -13860081 | -7146536 | -11643741 |
Profit Factor | 0.9661 | 2.4816 | 0.6436 | 1.223 | 1.1485 | 1.2613 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 58 | 29 | 29 | 34 | 19 | 15 |
Losing Trades | 30 | 15 | 15 | 54 | 25 | 29 |
Profitability (%) | 65.9091 | 65.9091 | 65.9091 | 38.6364 | 43.1818 | 34.0909 |
Ratio Avg Win / Avg Loss | 0.4997 | 1.2836 | 0.3329 | 1.9424 | 1.5112 | 2.4385 |
Largest Winning Trade | 59174 | 48170 | 59174 | 15407104 | 4869556 | 15407104 |
Largest Losing Trade | -410724 | -34764 | -410724 | -9200606 | -4437982 | -9200606 |
Avg Bars in Trades | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Winners | 55 | 59 | 51 | 75 | 72 | 78 |
Avg Bars in Losers | 73 | 62 | 83 | 52 | 50 | 53 |
Bars Traded | 5388 | 2654 | 2734 | 5388 | 2654 | 2734 |
Profit Streak | 54.7512 | 102.7512 | 0 | 54.7512 | 102.7512 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577640 | 490055 | -578657 | 200923 | -50289 | 114934 |
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{ "first_band": { "type": "ssf", "factors": { "length": 222, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 107, "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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