Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1417428.6949 | 1299619.6147 | 117809.0802 | 448888.8237 | -326819.7715 | 775708.5952 |
Total P&L (%) | 1417.4287 | 1299.6196 | 117.8091 | 448.8888 | -326.8198 | 775.7086 |
Avg Daily Profit (%) | 0.6002 | 0.5503 | 0.0499 | 0.0721 | 0 | 0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129259 | -76212 | -101396 | -582150 | -1026395 | -290528 |
Profit Factor | 3.4357 | 4.9078 | 1.4724 | 1.157 | 0.8269 | 1.7983 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 47.8261 | 45.7143 | 50 | 47.8261 | 45.7143 | 50 |
Ratio Avg Win / Avg Loss | 3.7481 | 5.828 | 1.4724 | 1.2622 | 0.9819 | 1.7983 |
Largest Winning Trade | 1278985 | 1278985 | 71713 | 389547 | 389547 | 343516 |
Largest Losing Trade | -63626 | -34196 | -63626 | -351714 | -351714 | -235700 |
Avg Bars in Trades | 133 | 118 | 149 | 133 | 118 | 149 |
Avg Bars in Winners | 185 | 162 | 206 | 185 | 162 | 206 |
Avg Bars in Losers | 86 | 81 | 92 | 86 | 81 | 92 |
Bars Traded | 9238 | 4147 | 5091 | 9238 | 4147 | 5091 |
Profit Streak | 0 | 0 | 85.4086 | 0 | 0 | 85.4086 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89094 | 614972 | -124618 | -251602 | -582454 | -65881 |
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{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 70, "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) |
---|