Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772109.4347 | 700647.6919 | 71461.7428 | 1235869.2018 | 946038.3662 | 289830.8356 |
Total P&L (%) | 772.1094 | 700.6477 | 71.4617 | 1235.8692 | 946.0384 | 289.8308 |
Avg Daily Profit (%) | 0.3089 | 0.2803 | 0.0286 | 0.1038 | 0.094 | 0.0544 |
Buy And Hold Return (%) | 223.2087 | 223.2087 | 223.2087 | 223.2087 | 223.2087 | 223.2087 |
Max Trade Drawdown | -130439 | -117044 | -66204 | -569188 | -505411 | -302931 |
Profit Factor | 2.0008 | 2.7045 | 1.1983 | 1.4688 | 1.5942 | 1.2776 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 50.4202 | 47.4576 | 53.3333 | 50.4202 | 47.4576 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.9675 | 2.9943 | 1.0485 | 1.4443 | 1.765 | 1.1179 |
Largest Winning Trade | 405904 | 405904 | 48040 | 538948 | 538948 | 231832 |
Largest Losing Trade | -43146 | -39999 | -43146 | -383656 | -383656 | -223879 |
Avg Bars in Trades | 81 | 91 | 72 | 81 | 91 | 72 |
Avg Bars in Winners | 92 | 98 | 86 | 92 | 98 | 86 |
Avg Bars in Losers | 71 | 85 | 56 | 71 | 85 | 56 |
Bars Traded | 9753 | 5413 | 4340 | 9753 | 5413 | 4340 |
Profit Streak | 31.3441 | 0 | 107.0941 | 31.3441 | 0 | 107.0941 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395199 | -166772 | -490670 | -53004 | -243800 | -360979 |
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 161, "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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