Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265065.4661 | 1296998.7743 | -31933.3082 | 168852.8265 | -25266.4547 | 194119.2812 |
Total P&L (%) | 1265.0655 | 1296.9988 | -31.9333 | 168.8528 | -25.2665 | 194.1193 |
Avg Daily Profit (%) | 0.6777 | 0.6948 | -0.0171 | 0.053 | -0.0156 | 0.0578 |
Buy And Hold Return (%) | 314.3344 | 314.3344 | 314.3344 | 314.3344 | 314.3344 | 314.3344 |
Max Trade Drawdown | -138081 | -129985 | -98651 | -498847 | -660838 | -251271 |
Profit Factor | 2.7908 | 4.255 | 0.8963 | 1.0762 | 0.9814 | 1.2266 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 35.7143 | 26.1905 | 45.2381 | 35.7143 | 26.1905 | 45.2381 |
Ratio Avg Win / Avg Loss | 5.0235 | 11.9913 | 1.085 | 1.9371 | 2.7658 | 1.4848 |
Largest Winning Trade | 815397 | 815397 | 63655 | 434388 | 434388 | 259060 |
Largest Losing Trade | -51099 | -51099 | -34255 | -164781 | -164781 | -126153 |
Avg Bars in Trades | 262 | 214 | 310 | 262 | 214 | 310 |
Avg Bars in Winners | 451 | 451 | 452 | 451 | 451 | 452 |
Avg Bars in Losers | 157 | 130 | 193 | 157 | 130 | 193 |
Bars Traded | 22036 | 9002 | 13034 | 22036 | 9002 | 13034 |
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 | 356965 | -7119 | -580919 | -428881 | -602524 | -283677 |
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{ "first_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 3 } } }
# | 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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