Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58339.7826 | 44508.9441 | 13830.8386 | 53840.5671 | 47353.085 | 6487.482 |
Total P&L (%) | 58.3398 | 44.5089 | 13.8308 | 53.8406 | 47.3531 | 6.4875 |
Avg Daily Profit (%) | 0.672 | 0.5127 | 0.1593 | 0.4974 | 0.4476 | 0.0724 |
Buy And Hold Return (%) | 24.7211 | 24.7211 | 24.7211 | 24.7211 | 24.7211 | 24.7211 |
Max Trade Drawdown | -48617 | -14938 | -39948 | -72557 | -19586 | -58329 |
Profit Factor | 1.4975 | 2.132 | 1.1774 | 1.3233 | 1.8377 | 1.059 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 72.381 | 71.6981 | 73.0769 | 72.381 | 71.6981 | 73.0769 |
Ratio Avg Win / Avg Loss | 0.5714 | 0.8416 | 0.4338 | 0.5049 | 0.7254 | 0.3901 |
Largest Winning Trade | 6916 | 6916 | 5061 | 7345 | 7345 | 7211 |
Largest Losing Trade | -38591 | -9858 | -38591 | -56906 | -15973 | -56906 |
Avg Bars in Trades | 229 | 234 | 223 | 229 | 234 | 223 |
Avg Bars in Winners | 116 | 123 | 109 | 116 | 123 | 109 |
Avg Bars in Losers | 526 | 517 | 535 | 526 | 517 | 535 |
Bars Traded | 24083 | 12442 | 11641 | 24083 | 12442 | 11641 |
Profit Streak | 4.0733 | 6.2296 | 4.0733 | 4.0733 | 6.2296 | 4.0733 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327284 | -174255 | -364246 | 191556 | -174613 | -598041 |
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{ "first_band": { "type": "ssf", "factors": { "length": 127, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 221, "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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