Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693996.4947 | 588954.6897 | 105041.8049 | 407874.6683 | 394155.9438 | 13718.7245 |
Total P&L (%) | 693.9965 | 588.9547 | 105.0418 | 407.8747 | 394.1559 | 13.7187 |
Avg Daily Profit (%) | 0.375 | 0.3183 | 0.0568 | 0.0879 | 0.0864 | 0.0069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108567 | -73294 | -109553 | -654446 | -435012 | -545855 |
Profit Factor | 1.7342 | 2.2371 | 1.2239 | 1.0836 | 1.1556 | 1.0059 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Profitability (%) | 37.6744 | 33.6449 | 41.6667 | 37.6744 | 33.6449 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.8689 | 4.412 | 1.7134 | 1.7927 | 2.2791 | 1.4082 |
Largest Winning Trade | 526223 | 526223 | 69760 | 590928 | 590928 | 191322 |
Largest Losing Trade | -29288 | -22592 | -29288 | -168194 | -130107 | -168194 |
Avg Bars in Trades | 102 | 88 | 115 | 102 | 88 | 115 |
Avg Bars in Winners | 189 | 172 | 202 | 189 | 172 | 202 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 22007 | 9503 | 12504 | 22007 | 9503 | 12504 |
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 | 329515 | 240362 | -119895 | -206761 | -132546 | -451223 |
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{ "first_band": { "type": "ssf", "factors": { "length": 143, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 156, "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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