Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577121.77 | 511803.3718 | 65318.3982 | 835934.1461 | 776704.3255 | 59229.8206 |
Total P&L (%) | 577.1218 | 511.8034 | 65.3184 | 835.9341 | 776.7043 | 59.2298 |
Avg Daily Profit (%) | 0.3136 | 0.2781 | 0.0355 | 0.1216 | 0.118 | 0.0253 |
Buy And Hold Return (%) | 70.7168 | 70.7168 | 70.7168 | 70.7168 | 70.7168 | 70.7168 |
Max Trade Drawdown | -118613 | -62070 | -116671 | -328753 | -214063 | -324430 |
Profit Factor | 1.8467 | 2.9653 | 1.1551 | 1.375 | 1.8504 | 1.045 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 53.211 | 47.2727 | 59.2593 | 53.211 | 47.2727 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.6238 | 3.3074 | 0.7941 | 1.209 | 2.0639 | 0.7184 |
Largest Winning Trade | 199564 | 199564 | 60270 | 325111 | 325111 | 225848 |
Largest Losing Trade | -61578 | -31950 | -61578 | -255204 | -160842 | -255204 |
Avg Bars in Trades | 50 | 47 | 52 | 50 | 47 | 52 |
Avg Bars in Winners | 50 | 48 | 53 | 50 | 48 | 53 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 5459 | 2614 | 2845 | 5459 | 2614 | 2845 |
Profit Streak | 0 | 0 | 44.7552 | 0 | 0 | 44.7552 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475884 | -166747 | -541172 | -29016 | -212610 | -675866 |
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{ "first_band": { "type": "rma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 75, "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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