Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115928.35 | 1138287.4299 | -22359.0799 | 445083.5499 | 68813.0992 | 376270.4508 |
Total P&L (%) | 1115.9284 | 1138.2874 | -22.3591 | 445.0836 | 68.8131 | 376.2705 |
Avg Daily Profit (%) | 0.5976 | 0.6096 | -0.012 | 0.0909 | 0.028 | 0.0836 |
Buy And Hold Return (%) | 460.0633 | 460.0633 | 460.0633 | 460.0633 | 460.0633 | 460.0633 |
Max Trade Drawdown | -184225 | -159174 | -75921 | -5648764 | -5976666 | -1232108 |
Profit Factor | 2.1869 | 3.2296 | 0.948 | 1.0278 | 1.0068 | 1.0634 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Profitability (%) | 45.679 | 46.9136 | 44.4444 | 45.679 | 46.9136 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6006 | 3.6546 | 1.185 | 1.2222 | 1.1393 | 1.3292 |
Largest Winning Trade | 566543 | 566543 | 56974 | 5069546 | 5069546 | 1834937 |
Largest Losing Trade | -34724 | -34724 | -33975 | -1881041 | -1881041 | -1073529 |
Avg Bars in Trades | 45 | 41 | 48 | 45 | 41 | 48 |
Avg Bars in Winners | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 7293 | 3361 | 3932 | 7293 | 3361 | 3932 |
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 | 385700 | 29730 | -593229 | -428273 | -547380 | -412036 |
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 40, "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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