Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121238.5876 | 76156.9892 | 45081.5984 | 104408.4089 | 43047.0052 | 61361.4037 |
Total P&L (%) | 121.2386 | 76.157 | 45.0816 | 104.4084 | 43.047 | 61.3614 |
Avg Daily Profit (%) | 0.3036 | 0.1907 | 0.1129 | 0.1792 | 0.0897 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92399 | -69231 | -58292 | -67328 | -49052 | -33741 |
Profit Factor | 1.1982 | 1.2365 | 1.1556 | 1.2303 | 1.1801 | 1.2864 |
Total Trades | 455 | 228 | 227 | 455 | 228 | 227 |
Winning Trades | 234 | 119 | 115 | 234 | 119 | 115 |
Losing Trades | 221 | 109 | 112 | 221 | 109 | 112 |
Profitability (%) | 51.4286 | 52.193 | 50.6608 | 51.4286 | 52.193 | 50.6608 |
Ratio Avg Win / Avg Loss | 1.1317 | 1.1326 | 1.1255 | 1.162 | 1.0809 | 1.2528 |
Largest Winning Trade | 32951 | 32951 | 13124 | 19674 | 19674 | 14988 |
Largest Losing Trade | -24153 | -24153 | -18235 | -20296 | -20296 | -14550 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 39 | 40 | 39 | 39 | 40 | 39 |
Avg Bars in Losers | 43 | 45 | 41 | 43 | 45 | 41 |
Bars Traded | 18947 | 9801 | 9146 | 18947 | 9801 | 9146 |
Profit Streak | 0 | 0 | 135.049 | 0 | 0 | 135.049 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274681 | 259381 | -92641 | 313558 | -97653 | -32793 |
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{ "first_band": { "type": "ssf", "factors": { "length": 217, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 137, "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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