Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698492.3583 | 411848.455 | 286643.9033 | 11271206.2406 | 9877233.62 | 1393972.6206 |
Total P&L (%) | 698.4924 | 411.8485 | 286.6439 | 11271.2062 | 9877.2336 | 1393.9726 |
Avg Daily Profit (%) | 0.4162 | 0.2454 | 0.1708 | 0.2825 | 0.2747 | 0.1613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59443 | -68935 | -54312 | -6834653 | -2327529 | -7392102 |
Profit Factor | 1.6475 | 1.8308 | 1.4916 | 1.4124 | 1.8573 | 1.0882 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 159 | 75 | 84 | 159 | 75 | 84 |
Losing Trades | 333 | 171 | 162 | 333 | 171 | 162 |
Profitability (%) | 32.3171 | 30.4878 | 34.1463 | 32.3171 | 30.4878 | 34.1463 |
Ratio Avg Win / Avg Loss | 3.4504 | 4.1742 | 2.8768 | 2.958 | 4.2347 | 2.0986 |
Largest Winning Trade | 73043 | 73043 | 52500 | 5637668 | 5637668 | 4275891 |
Largest Losing Trade | -15899 | -11883 | -15899 | -1126646 | -1126646 | -1088331 |
Avg Bars in Trades | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Winners | 89 | 85 | 92 | 89 | 85 | 92 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 19969 | 9603 | 10366 | 19969 | 9603 | 10366 |
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 | 313212 | 166556 | 154947 | 227479 | 192398 | -120162 |
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{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 145, "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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