Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76870.7155 | 28244.4466 | 48626.2689 | 74909.1787 | 32447.6123 | 42461.5664 |
Total P&L (%) | 76.8707 | 28.2444 | 48.6263 | 74.9092 | 32.4476 | 42.4616 |
Avg Daily Profit (%) | 0.2952 | 0.1085 | 0.1867 | 0.2149 | 0.108 | 0.136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31785 | -27338 | -31988 | -50444 | -34129 | -52710 |
Profit Factor | 1.3761 | 1.2689 | 1.4895 | 1.2744 | 1.2415 | 1.3063 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 65.5462 | 65 | 66.1017 | 65.5462 | 65 | 66.1017 |
Ratio Avg Win / Avg Loss | 0.7233 | 0.6832 | 0.7638 | 0.6699 | 0.6685 | 0.6699 |
Largest Winning Trade | 17773 | 13209 | 17773 | 20889 | 18516 | 20889 |
Largest Losing Trade | -24217 | -24217 | -19158 | -29229 | -29229 | -27129 |
Avg Bars in Trades | 204 | 216 | 191 | 204 | 216 | 191 |
Avg Bars in Winners | 132 | 130 | 133 | 132 | 130 | 133 |
Avg Bars in Losers | 340 | 376 | 303 | 340 | 376 | 303 |
Bars Traded | 24288 | 13002 | 11286 | 24288 | 13002 | 11286 |
Profit Streak | 7.8733 | 22.7066 | 7.8733 | 7.8733 | 22.7066 | 7.8733 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353215 | -220275 | -169685 | 306147 | -220722 | -190348 |
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{ "first_band": { "type": "ssf", "factors": { "length": 140, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 143, "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) |
---|