Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 961051.769 | 851395.6937 | 109656.0753 | 6739281.2455 | 4437001.8625 | 2302279.3829 |
Total P&L (%) | 961.0518 | 851.3957 | 109.6561 | 6739.2812 | 4437.0019 | 2302.2794 |
Avg Daily Profit (%) | 0.5262 | 0.4661 | 0.06 | 0.2316 | 0.2091 | 0.1742 |
Buy And Hold Return (%) | 692.8571 | 692.8571 | 692.8571 | 692.8571 | 692.8571 | 692.8571 |
Max Trade Drawdown | -93555 | -66439 | -80130 | -2737545 | -1960408 | -2294531 |
Profit Factor | 2.3029 | 3.487 | 1.2774 | 1.3752 | 1.501 | 1.2529 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 45.6 | 38.7097 | 52.381 | 45.6 | 38.7097 | 52.381 |
Ratio Avg Win / Avg Loss | 2.7474 | 5.521 | 1.1613 | 1.6406 | 2.3765 | 1.139 |
Largest Winning Trade | 298530 | 298530 | 59741 | 1668018 | 1668018 | 1386913 |
Largest Losing Trade | -51035 | -33205 | -51035 | -1006232 | -770703 | -1006232 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 79 | 83 | 76 | 79 | 83 | 76 |
Avg Bars in Losers | 38 | 38 | 38 | 38 | 38 | 38 |
Bars Traded | 7147 | 3476 | 3671 | 7147 | 3476 | 3671 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31520 | -236456 | -424961 | 308977 | -148707 | -141582 |
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{ "first_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 44, "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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