Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791251.4144 | 623145.4084 | 168106.0061 | 1877719.196 | -611428.4623 | 2489147.6583 |
Total P&L (%) | 791.2514 | 623.1454 | 168.106 | 1877.7192 | -611.4285 | 2489.1477 |
Avg Daily Profit (%) | 0.3798 | 0.2991 | 0.0807 | 0.1434 | 0 | 0.1563 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145933 | -120157 | -118237 | -2190706 | -2555865 | -1083441 |
Profit Factor | 1.5205 | 1.8113 | 1.2235 | 1.101 | 0.9415 | 1.3059 |
Total Trades | 419 | 209 | 210 | 419 | 209 | 210 |
Winning Trades | 158 | 74 | 84 | 158 | 74 | 84 |
Losing Trades | 261 | 135 | 126 | 261 | 135 | 126 |
Profitability (%) | 37.7088 | 35.4067 | 40 | 37.7088 | 35.4067 | 40 |
Ratio Avg Win / Avg Loss | 2.5117 | 3.3043 | 1.8353 | 1.8188 | 1.7176 | 1.9588 |
Largest Winning Trade | 326626 | 326626 | 51490 | 983903 | 983903 | 603740 |
Largest Losing Trade | -24314 | -19221 | -24314 | -524585 | -524585 | -312553 |
Avg Bars in Trades | 58 | 57 | 60 | 58 | 57 | 60 |
Avg Bars in Winners | 97 | 100 | 94 | 97 | 100 | 94 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 24704 | 12096 | 12608 | 24704 | 12096 | 12608 |
Profit Streak | 14.1465 | 0 | 16.3132 | 14.1465 | 0 | 16.3132 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364398 | 258629 | -87260 | -111539 | -583136 | 220516 |
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{ "first_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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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