Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125786.0528 | 71589.8669 | 54196.1858 | 167579.0891 | 120183.4791 | 47395.61 |
Total P&L (%) | 125.7861 | 71.5899 | 54.1962 | 167.5791 | 120.1835 | 47.3956 |
Avg Daily Profit (%) | 0.9055 | 0.5154 | 0.3902 | 0.7111 | 0.5698 | 0.2797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34665 | -23936 | -36389 | -66342 | -33287 | -69527 |
Profit Factor | 1.6065 | 1.7336 | 1.4936 | 1.5049 | 1.9325 | 1.2335 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 68.9394 | 68.1818 | 69.697 | 68.9394 | 68.1818 | 69.697 |
Ratio Avg Win / Avg Loss | 0.7238 | 0.809 | 0.6494 | 0.678 | 0.9018 | 0.5363 |
Largest Winning Trade | 25138 | 25138 | 9812 | 32966 | 32966 | 17703 |
Largest Losing Trade | -28488 | -13213 | -28488 | -66342 | -17089 | -66342 |
Avg Bars in Trades | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Losers | 152 | 147 | 158 | 152 | 147 | 158 |
Bars Traded | 13121 | 6431 | 6690 | 13121 | 6431 | 6690 |
Profit Streak | 0 | 0 | 132.9478 | 0 | 0 | 132.9478 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508594 | -112779 | -114264 | 456560 | -111930 | -117309 |
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 112, "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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