Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249662.608 | 196450.0653 | 53212.5427 | 119969.0122 | 104782.8887 | 15186.1235 |
Total P&L (%) | 249.6626 | 196.4501 | 53.2125 | 119.969 | 104.7829 | 15.1861 |
Avg Daily Profit (%) | 0.2397 | 0.1886 | 0.0511 | 0.0757 | 0.0688 | 0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110271 | -93185 | -84561 | -512259 | -378609 | -294036 |
Profit Factor | 1.3705 | 1.6023 | 1.153 | 1.0659 | 1.1111 | 1.0173 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 64.0719 | 61.4458 | 66.6667 | 64.0719 | 61.4458 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7685 | 1.0054 | 0.5765 | 0.5977 | 0.6972 | 0.5087 |
Largest Winning Trade | 38933 | 38933 | 24067 | 128634 | 104462 | 128634 |
Largest Losing Trade | -56926 | -46153 | -56926 | -286720 | -286720 | -161098 |
Avg Bars in Trades | 147 | 157 | 138 | 147 | 157 | 138 |
Avg Bars in Winners | 107 | 108 | 106 | 107 | 108 | 106 |
Avg Bars in Losers | 218 | 233 | 202 | 218 | 233 | 202 |
Bars Traded | 24633 | 13038 | 11595 | 24633 | 13038 | 11595 |
Profit Streak | 19.4232 | 19.4232 | 39.8815 | 19.4232 | 19.4232 | 39.8815 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398655 | 429840 | -176055 | -237309 | -198520 | -384346 |
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 218, "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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