Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635039.2056 | 355623.4356 | 279415.7699 | 3288518.687 | -1073302.9547 | 4361821.6417 |
Total P&L (%) | 635.0392 | 355.6234 | 279.4158 | 3288.5187 | -1073.303 | 4361.8216 |
Avg Daily Profit (%) | 0.3514 | 0.1968 | 0.1546 | 0.1951 | 0 | 0.2104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87756 | -75075 | -57103 | -4718151 | -4827331 | -1512720 |
Profit Factor | 1.5881 | 1.6122 | 1.56 | 1.1218 | 0.9273 | 1.3562 |
Total Trades | 374 | 187 | 187 | 374 | 187 | 187 |
Winning Trades | 128 | 57 | 71 | 128 | 57 | 71 |
Losing Trades | 246 | 130 | 116 | 246 | 130 | 116 |
Profitability (%) | 34.2246 | 30.4813 | 37.9679 | 34.2246 | 30.4813 | 37.9679 |
Ratio Avg Win / Avg Loss | 3.0521 | 3.677 | 2.5487 | 2.1559 | 2.1149 | 2.2158 |
Largest Winning Trade | 117785 | 117785 | 54549 | 2590223 | 2590223 | 1500688 |
Largest Losing Trade | -18252 | -14378 | -18252 | -687241 | -687241 | -530883 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 5285 | 2520 | 2765 | 5285 | 2520 | 2765 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301865 | 135222 | 217409 | -81376 | -584889 | 204741 |
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{ "first_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 111, "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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