Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634375.3495 | 591508.4491 | 42866.9004 | 23236.0426 | 772423.0738 | -749187.0312 |
Total P&L (%) | 634.3754 | 591.5084 | 42.8669 | 23.236 | 772.4231 | -749.187 |
Avg Daily Profit (%) | 0.3469 | 0.3235 | 0.0234 | 0.0114 | 0.1185 | 0 |
Buy And Hold Return (%) | 16.1682 | 16.1682 | 16.1682 | 16.1682 | 16.1682 | 16.1682 |
Max Trade Drawdown | -195022 | -95319 | -140770 | -1701656 | -586788 | -1387459 |
Profit Factor | 2.1537 | 2.9354 | 1.1755 | 1.0065 | 1.4561 | 0.6031 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 52.3077 | 45.4545 | 59.375 | 52.3077 | 45.4545 | 59.375 |
Ratio Avg Win / Avg Loss | 1.9637 | 3.5225 | 0.8043 | 0.9177 | 1.7474 | 0.4126 |
Largest Winning Trade | 546120 | 546120 | 56280 | 1138345 | 1138345 | 217849 |
Largest Losing Trade | -62934 | -42426 | -62934 | -1138222 | -317314 | -1138222 |
Avg Bars in Trades | 48 | 52 | 45 | 48 | 52 | 45 |
Avg Bars in Winners | 45 | 50 | 41 | 45 | 50 | 41 |
Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
Bars Traded | 3169 | 1726 | 1443 | 3169 | 1726 | 1443 |
Profit Streak | 52.4511 | 93.4511 | 0 | 52.4511 | 93.4511 | 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 | -121746 | 484749 | -192912 | -557541 | -33428 | -579595 |
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 93, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 195, "offset": 172 } } }
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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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