Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383549.9621 | 279306.1053 | 104243.8568 | 559085.4354 | 151967.4778 | 407117.9575 |
Total P&L (%) | 383.55 | 279.3061 | 104.2439 | 559.0854 | 151.9675 | 407.118 |
Avg Daily Profit (%) | 0.1841 | 0.1341 | 0.05 | 0.0906 | 0.0444 | 0.078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105287 | -113892 | -71908 | -1123004 | -1013751 | -575627 |
Profit Factor | 1.8126 | 2.3162 | 1.4013 | 1.1911 | 1.1044 | 1.2771 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 44.4444 | 42.2222 | 46.6667 | 44.4444 | 42.2222 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.2658 | 3.1695 | 1.6015 | 1.4889 | 1.5112 | 1.4596 |
Largest Winning Trade | 109925 | 109925 | 60899 | 339408 | 339408 | 337835 |
Largest Losing Trade | -30854 | -18777 | -30854 | -350481 | -227091 | -350481 |
Avg Bars in Trades | 271 | 255 | 286 | 271 | 255 | 286 |
Avg Bars in Winners | 415 | 413 | 416 | 415 | 413 | 416 |
Avg Bars in Losers | 155 | 140 | 173 | 155 | 140 | 173 |
Bars Traded | 24399 | 11504 | 12896 | 24399 | 11504 | 12896 |
Profit Streak | 0 | 0 | 41.15 | 0 | 0 | 41.15 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324126 | -12598 | -124957 | -83861 | -241224 | -89593 |
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{ "first_band": { "type": "rma", "factors": { "length": 48, "offset": 199 } }, "second_band": { "type": "ssf", "factors": { "length": 94, "offset": 0, "poles": 3 } } }
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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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