Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111053.9971 | 39198.3817 | 71855.6155 | 154504.2917 | 65529.724 | 88974.5677 |
Total P&L (%) | 111.054 | 39.1984 | 71.8556 | 154.5043 | 65.5297 | 88.9746 |
Avg Daily Profit (%) | 0.4264 | 0.1505 | 0.2759 | 0.3594 | 0.1937 | 0.2447 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43202 | -21924 | -30298 | -67213 | -35545 | -55313 |
Profit Factor | 1.927 | 1.6894 | 2.1417 | 1.8127 | 1.7581 | 1.8582 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 71.875 | 68.75 | 75 | 71.875 | 68.75 | 75 |
Ratio Avg Win / Avg Loss | 0.7541 | 0.7679 | 0.7139 | 0.7093 | 0.7991 | 0.6194 |
Largest Winning Trade | 18760 | 11299 | 18760 | 26457 | 18097 | 26457 |
Largest Losing Trade | -28365 | -15437 | -28365 | -54089 | -22039 | -54089 |
Avg Bars in Trades | 372 | 402 | 343 | 372 | 402 | 343 |
Avg Bars in Winners | 263 | 285 | 242 | 263 | 285 | 242 |
Avg Bars in Losers | 652 | 658 | 645 | 652 | 658 | 645 |
Bars Traded | 23850 | 12871 | 10979 | 23850 | 12871 | 10979 |
Profit Streak | 31.0605 | 38.1438 | 31.0605 | 31.0605 | 38.1438 | 31.0605 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129908 | 285382 | 464912 | -130702 | 375277 | 435607 |
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{ "first_band": { "type": "ssf", "factors": { "length": 230, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 212, "offset": 205 } } }
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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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