Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240734.6686 | 11860.8219 | 228873.8468 | 125691.3936 | -64973.7392 | 190665.1328 |
Total P&L (%) | 240.7347 | 11.8608 | 228.8738 | 125.6914 | -64.9737 | 190.6651 |
Avg Daily Profit (%) | 0.158 | 0.0078 | 0.1502 | 0.0534 | -0.0688 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105983 | -125217 | -50301 | -122275 | -145847 | -67364 |
Profit Factor | 1.3581 | 1.031 | 1.7897 | 1.1446 | 0.8641 | 1.4878 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 55.4839 | 51.2821 | 59.7403 | 55.4839 | 51.2821 | 59.7403 |
Ratio Avg Win / Avg Loss | 1.0896 | 0.9795 | 1.2061 | 0.9184 | 0.8209 | 1.0026 |
Largest Winning Trade | 68676 | 68676 | 67514 | 63816 | 56765 | 63816 |
Largest Losing Trade | -28554 | -28554 | -27957 | -56069 | -46856 | -56069 |
Avg Bars in Trades | 116 | 92 | 141 | 116 | 92 | 141 |
Avg Bars in Winners | 120 | 81 | 154 | 120 | 81 | 154 |
Avg Bars in Losers | 112 | 104 | 122 | 112 | 104 | 122 |
Bars Traded | 18104 | 7219 | 10885 | 18104 | 7219 | 10885 |
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 | 332063 | -512688 | -30938 | -183141 | -615069 | -138577 |
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{ "first_band": { "type": "rma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } } }
# | 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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