Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -645837.6735 | 128071.4351 | -773909.1086 | -2264949.595 | -6517294.0745 | 4252344.4795 |
Total P&L (%) | -645.8377 | 128.0714 | -773.9091 | -2264.9496 | -6517.2941 | 4252.3445 |
Avg Daily Profit (%) | -0.3554 | 0.0705 | -0.4259 | 0 | 0 | 0.2079 |
Buy And Hold Return (%) | 692.5868 | 692.5868 | 692.5868 | 692.5868 | 692.5868 | 692.5868 |
Max Trade Drawdown | -829219 | -133362 | -858731 | -13582271 | -9665836 | -4194315 |
Profit Factor | 0.5195 | 1.4812 | 0.282 | 0.9036 | 0.5037 | 1.4106 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 21 | 18 | 30 | 14 | 16 |
Losing Trades | 25 | 11 | 14 | 34 | 18 | 16 |
Profitability (%) | 60.9375 | 65.625 | 56.25 | 46.875 | 43.75 | 50 |
Ratio Avg Win / Avg Loss | 0.333 | 0.7759 | 0.2193 | 1.024 | 0.6476 | 1.4106 |
Largest Winning Trade | 59088 | 59088 | 49636 | 9485655 | 1619307 | 9485655 |
Largest Losing Trade | -387006 | -75111 | -387006 | -8010719 | -8010719 | -3015312 |
Avg Bars in Trades | 109 | 118 | 100 | 109 | 118 | 100 |
Avg Bars in Winners | 60 | 67 | 51 | 113 | 135 | 95 |
Avg Bars in Losers | 186 | 216 | 163 | 106 | 106 | 105 |
Bars Traded | 7023 | 3801 | 3222 | 7023 | 3801 | 3222 |
Profit Streak | 37.9657 | 64.7157 | 0 | 0 | 0 | 160.2157 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722314 | -262540 | -580000 | -723826 | -583240 | 332060 |
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{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 115, "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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