Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197387.9061 | 104554.2855 | 92833.6205 | 341999.5773 | 193920.2088 | 148079.3685 |
Total P&L (%) | 197.3879 | 104.5543 | 92.8336 | 341.9996 | 193.9202 | 148.0794 |
Avg Daily Profit (%) | 0.379 | 0.2007 | 0.1782 | 0.2857 | 0.2072 | 0.1746 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49098 | -39978 | -32329 | -97452 | -62173 | -99634 |
Profit Factor | 1.5567 | 1.7004 | 1.4523 | 1.5876 | 1.8355 | 1.4232 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 59.5092 | 58.5366 | 60.4938 | 59.5092 | 58.5366 | 60.4938 |
Ratio Avg Win / Avg Loss | 1.0592 | 1.2044 | 0.9484 | 1.0802 | 1.3002 | 0.9294 |
Largest Winning Trade | 26418 | 25854 | 26418 | 48411 | 48411 | 40319 |
Largest Losing Trade | -24506 | -24506 | -24016 | -87675 | -23170 | -87675 |
Avg Bars in Trades | 150 | 161 | 140 | 150 | 161 | 140 |
Avg Bars in Winners | 143 | 152 | 133 | 143 | 152 | 133 |
Avg Bars in Losers | 162 | 174 | 149 | 162 | 174 | 149 |
Bars Traded | 24593 | 13253 | 11340 | 24593 | 13253 | 11340 |
Profit Streak | 27.454 | 27.454 | 33.0373 | 27.454 | 27.454 | 33.0373 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502996 | 273514 | -2571 | 481105 | 284895 | -2779 |
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{ "first_band": { "type": "ssf", "factors": { "length": 172, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 98, "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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