Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173186.4573 | 330213.6259 | -157027.1686 | -101919.0642 | 381879.5001 | -483798.5643 |
Total P&L (%) | 173.1865 | 330.2136 | -157.0272 | -101.9191 | 381.8795 | -483.7986 |
Avg Daily Profit (%) | 0.107 | 0.2041 | -0.0971 | 0 | 0.0972 | 0 |
Buy And Hold Return (%) | 20.2638 | 20.2638 | 20.2638 | 20.2638 | 20.2638 | 20.2638 |
Max Trade Drawdown | -529791 | -238579 | -424143 | -465617 | -124232 | -534912 |
Profit Factor | 1.0849 | 1.3556 | 0.8587 | 0.9456 | 1.5133 | 0.572 |
Total Trades | 576 | 288 | 288 | 576 | 288 | 288 |
Winning Trades | 298 | 157 | 141 | 268 | 143 | 125 |
Losing Trades | 278 | 131 | 147 | 308 | 145 | 163 |
Profitability (%) | 51.7361 | 54.5139 | 48.9583 | 46.5278 | 49.6528 | 43.4028 |
Ratio Avg Win / Avg Loss | 1.0121 | 1.1311 | 0.8952 | 1.0868 | 1.5344 | 0.7459 |
Largest Winning Trade | 101999 | 101999 | 38720 | 142338 | 142338 | 54051 |
Largest Losing Trade | -124001 | -50003 | -124001 | -300165 | -54774 | -300165 |
Avg Bars in Trades | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Winners | 31 | 30 | 31 | 34 | 33 | 35 |
Avg Bars in Losers | 35 | 35 | 35 | 32 | 32 | 32 |
Bars Traded | 19221 | 9482 | 9739 | 19221 | 9482 | 9739 |
Profit Streak | 477.3705 | 0 | 482.4539 | 0 | 481.7872 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173393 | 346167 | -579271 | -577452 | -59258 | -582392 |
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{ "first_band": { "type": "ssf", "factors": { "length": 207, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 79, "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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