Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7473919.9261 | 7431813.1591 | 42106.7671 | 1829563.4611 | 2979420.8317 | -1149857.3706 |
Total P&L (%) | 7473.9199 | 7431.8132 | 42.1068 | 1829.5635 | 2979.4208 | -1149.8574 |
Avg Daily Profit (%) | 3.1685 | 3.1506 | 0.0179 | 0.1256 | 0.1454 | 0 |
Buy And Hold Return (%) | 539.1997 | 539.1997 | 539.1997 | 539.1997 | 539.1997 | 539.1997 |
Max Trade Drawdown | -162616 | -130146 | -109457 | -3383877 | -2158073 | -1868451 |
Profit Factor | 16.2249 | 28.2423 | 1.1931 | 1.1798 | 1.5532 | 0.76 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 36.3636 | 33.3333 | 39.3939 | 36.3636 | 33.3333 | 39.3939 |
Ratio Avg Win / Avg Loss | 28.3935 | 56.4847 | 1.8355 | 2.0646 | 3.1063 | 1.1692 |
Largest Winning Trade | 7477061 | 7477061 | 54247 | 3981401 | 3981401 | 1371926 |
Largest Losing Trade | -36874 | -36874 | -22462 | -837317 | -837317 | -805954 |
Avg Bars in Trades | 206 | 179 | 234 | 206 | 179 | 234 |
Avg Bars in Winners | 435 | 421 | 447 | 435 | 421 | 447 |
Avg Bars in Losers | 76 | 57 | 96 | 76 | 57 | 96 |
Bars Traded | 13661 | 5910 | 7751 | 13661 | 5910 | 7751 |
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 | -110330 | 620223 | -345978 | -183480 | -3266 | -583260 |
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{ "first_band": { "type": "rma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 46, "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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