Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351159.2764 | 312774.6737 | 38384.6027 | 139582.9826 | 213008.5039 | -73425.5213 |
Total P&L (%) | 351.1593 | 312.7747 | 38.3846 | 139.583 | 213.0085 | -73.4255 |
Avg Daily Profit (%) | 0.1878 | 0.1672 | 0.0205 | 0.0467 | 0.061 | -0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89609 | -61688 | -106106 | -278358 | -198569 | -247612 |
Profit Factor | 1.6974 | 2.3907 | 1.1378 | 1.1118 | 1.3712 | 0.8912 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 45.679 | 40 | 51.2195 | 45.679 | 40 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.0185 | 3.586 | 1.0836 | 1.3221 | 2.0569 | 0.8488 |
Largest Winning Trade | 207662 | 207662 | 59442 | 211641 | 211641 | 106267 |
Largest Losing Trade | -56084 | -42260 | -56084 | -152986 | -87593 | -152986 |
Avg Bars in Trades | 66 | 57 | 76 | 66 | 57 | 76 |
Avg Bars in Winners | 83 | 76 | 89 | 83 | 76 | 89 |
Avg Bars in Losers | 52 | 44 | 61 | 52 | 44 | 61 |
Bars Traded | 5412 | 2295 | 3117 | 5412 | 2295 | 3117 |
Profit Streak | 0 | 53.8333 | 0 | 0 | 53.8333 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7225 | 324685 | -236615 | -246044 | -112682 | -580584 |
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{ "first_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 59, "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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