Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562222.8483 | 1441443.4421 | 120779.4062 | 11799449.2349 | 27494553.214 | -15695103.9791 |
Total P&L (%) | 1562.2228 | 1441.4434 | 120.7794 | 11799.4492 | 27494.5532 | -15695.104 |
Avg Daily Profit (%) | 0.8566 | 0.7904 | 0.0662 | 0.2624 | 0.3086 | 0 |
Buy And Hold Return (%) | 712.7957 | 712.7957 | 712.7957 | 712.7957 | 712.7957 | 712.7957 |
Max Trade Drawdown | -141618 | -75600 | -84442 | -49574306 | -26982846 | -25037363 |
Profit Factor | 3.8185 | 6.2685 | 1.4303 | 1.0942 | 1.4418 | 0.751 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 37.931 | 39.6552 | 36.2069 | 37.931 | 39.6552 | 36.2069 |
Ratio Avg Win / Avg Loss | 6.2484 | 9.5391 | 2.5201 | 1.7905 | 2.194 | 1.3232 |
Largest Winning Trade | 862116 | 862116 | 73102 | 44235236 | 44235236 | 15297403 |
Largest Losing Trade | -22775 | -22775 | -21217 | -9997048 | -9997048 | -7165874 |
Avg Bars in Trades | 184 | 167 | 201 | 184 | 167 | 201 |
Avg Bars in Winners | 335 | 301 | 371 | 335 | 301 | 371 |
Avg Bars in Losers | 91 | 78 | 104 | 91 | 78 | 104 |
Bars Traded | 21359 | 9694 | 11665 | 21359 | 9694 | 11665 |
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 | 365296 | -169484 | -453988 | -111617 | -173328 | -764808 |
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{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 230, "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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