Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353625.9552 | 265222.9884 | 88402.9668 | 95504.1221 | 224041.5682 | -128537.4461 |
Total P&L (%) | 353.626 | 265.223 | 88.403 | 95.5041 | 224.0416 | -128.5374 |
Avg Daily Profit (%) | 0.3428 | 0.2571 | 0.0857 | 0.065 | 0.114 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160191 | -111679 | -110428 | -477995 | -226583 | -323637 |
Profit Factor | 1.6005 | 1.8634 | 1.3139 | 1.0793 | 1.4037 | 0.802 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 39.1753 | 31.25 | 46.9388 | 39.1753 | 31.25 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.485 | 4.0995 | 1.4852 | 1.6758 | 3.0882 | 0.9066 |
Largest Winning Trade | 181901 | 181901 | 48498 | 342541 | 342541 | 95145 |
Largest Losing Trade | -44904 | -26927 | -44904 | -165594 | -93341 | -165594 |
Avg Bars in Trades | 62 | 57 | 67 | 62 | 57 | 67 |
Avg Bars in Winners | 91 | 87 | 93 | 91 | 87 | 93 |
Avg Bars in Losers | 44 | 43 | 44 | 44 | 43 | 44 |
Bars Traded | 6082 | 2765 | 3317 | 6082 | 2765 | 3317 |
Profit Streak | 18.9508 | 21.4508 | 18.9508 | 18.9508 | 21.4508 | 18.9508 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323456 | 179756 | -78919 | -241189 | -45595 | -581312 |
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 27, "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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