Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -696767.8441 | 159341.3856 | -856109.2298 | -2147150.0895 | -10668357.8825 | 8521207.793 |
Total P&L (%) | -696.7678 | 159.3414 | -856.1092 | -2147.1501 | -10668.3579 | 8521.2078 |
Avg Daily Profit (%) | -0.3845 | 0.0879 | -0.4724 | 0 | 0 | 0.2462 |
Buy And Hold Return (%) | 498.3715 | 498.3715 | 498.3715 | 498.3715 | 498.3715 | 498.3715 |
Max Trade Drawdown | -844820 | -129368 | -919577 | -20160696 | -14672213 | -7895697 |
Profit Factor | 0.5171 | 1.6462 | 0.2844 | 0.9481 | 0.4873 | 1.4145 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 20 | 16 | 27 | 14 | 13 |
Losing Trades | 24 | 10 | 14 | 33 | 16 | 17 |
Profitability (%) | 60 | 66.6667 | 53.3333 | 45 | 46.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.3448 | 0.8231 | 0.2489 | 1.1588 | 0.5569 | 1.8498 |
Largest Winning Trade | 76510 | 76510 | 60616 | 19998044 | 2589231 | 19998044 |
Largest Losing Trade | -492670 | -75342 | -492670 | -13168138 | -13168138 | -7528866 |
Avg Bars in Trades | 175 | 189 | 161 | 175 | 189 | 161 |
Avg Bars in Winners | 101 | 116 | 83 | 179 | 185 | 172 |
Avg Bars in Losers | 285 | 336 | 249 | 172 | 193 | 152 |
Bars Traded | 10519 | 5682 | 4837 | 10519 | 5682 | 4837 |
Profit Streak | 30.725 | 163.3916 | 0 | 0 | 0 | 154.0583 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -752441 | -237549 | -580393 | -754555 | -582121 | 311454 |
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 213, "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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