Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176268.2855 | 110533.7346 | 65734.5509 | 232881.4136 | 159490.0511 | 73391.3624 |
Total P&L (%) | 176.2683 | 110.5337 | 65.7346 | 232.8814 | 159.4901 | 73.3914 |
Avg Daily Profit (%) | 0.3384 | 0.2122 | 0.1262 | 0.2312 | 0.1833 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47792 | -38991 | -44899 | -103406 | -98372 | -120660 |
Profit Factor | 1.4014 | 1.4714 | 1.3211 | 1.2546 | 1.3326 | 1.1687 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 45.9302 | 44.186 | 47.6744 | 45.9302 | 44.186 | 47.6744 |
Ratio Avg Win / Avg Loss | 1.6497 | 1.8586 | 1.45 | 1.4769 | 1.6832 | 1.2827 |
Largest Winning Trade | 23854 | 23854 | 17009 | 54915 | 54915 | 43326 |
Largest Losing Trade | -31737 | -31737 | -26364 | -44347 | -44234 | -44347 |
Avg Bars in Trades | 143 | 155 | 131 | 143 | 155 | 131 |
Avg Bars in Winners | 164 | 177 | 152 | 164 | 177 | 152 |
Avg Bars in Losers | 125 | 137 | 112 | 125 | 137 | 112 |
Bars Traded | 24686 | 13336 | 11350 | 24686 | 13336 | 11350 |
Profit Streak | 4.9712 | 5.4712 | 0 | 4.9712 | 5.4712 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362106 | 270758 | -26393 | 256813 | 231298 | -88626 |
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 96, "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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