Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227157.2722 | 264961.0787 | -37803.8065 | 3034715.3716 | 1282018.4843 | 1752696.8873 |
Total P&L (%) | 227.1573 | 264.9611 | -37.8038 | 3034.7154 | 1282.0185 | 1752.6969 |
Avg Daily Profit (%) | 0.1048 | 0.1222 | -0.0174 | 0.1591 | 0.1212 | 0.1348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -424725 | -68732 | -419353 | -1300874 | -929437 | -562095 |
Profit Factor | 1.2473 | 1.8547 | 0.9379 | 1.5997 | 1.4835 | 1.7275 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 87 | 43 | 44 | 85 | 43 | 42 |
Losing Trades | 45 | 23 | 22 | 47 | 23 | 24 |
Profitability (%) | 65.9091 | 65.1515 | 66.6667 | 64.3939 | 65.1515 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.6452 | 0.9921 | 0.4689 | 0.8845 | 0.7935 | 0.9871 |
Largest Winning Trade | 50081 | 43565 | 50081 | 448721 | 448721 | 414469 |
Largest Losing Trade | -186426 | -54786 | -186426 | -650207 | -650207 | -406656 |
Avg Bars in Trades | 63 | 66 | 59 | 63 | 66 | 59 |
Avg Bars in Winners | 54 | 57 | 50 | 56 | 58 | 54 |
Avg Bars in Losers | 80 | 84 | 77 | 75 | 83 | 68 |
Bars Traded | 8341 | 4412 | 3929 | 8341 | 4412 | 3929 |
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 | -52580 | -151308 | -702797 | 365472 | -153441 | -134629 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 159, "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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