Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213952.8209 | 93926.2947 | 120026.5261 | 306223.9767 | 90776.4607 | 215447.516 |
Total P&L (%) | 213.9528 | 93.9263 | 120.0265 | 306.224 | 90.7765 | 215.4475 |
Avg Daily Profit (%) | 0.4108 | 0.1803 | 0.2305 | 0.2695 | 0.1241 | 0.2208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59307 | -59032 | -41118 | -153233 | -173768 | -123392 |
Profit Factor | 1.3431 | 1.2834 | 1.4108 | 1.1927 | 1.1073 | 1.2899 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 50 | 47.4576 | 52.5424 | 50 | 47.4576 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.3431 | 1.421 | 1.2743 | 1.1927 | 1.226 | 1.1651 |
Largest Winning Trade | 32660 | 32660 | 24244 | 77311 | 77311 | 71183 |
Largest Losing Trade | -18005 | -17752 | -18005 | -52545 | -52545 | -47536 |
Avg Bars in Trades | 104 | 106 | 102 | 104 | 106 | 102 |
Avg Bars in Winners | 130 | 134 | 127 | 130 | 134 | 127 |
Avg Bars in Losers | 78 | 80 | 75 | 78 | 80 | 75 |
Bars Traded | 24616 | 12516 | 12100 | 24616 | 12516 | 12100 |
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 | 375706 | 202952 | 293852 | 11662 | -131624 | 264281 |
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{ "first_band": { "type": "ssf", "factors": { "length": 206, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 209, "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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