Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487245.9327 | 328557.251 | 158688.6817 | 605385.2484 | 113988.1299 | 491397.1185 |
Total P&L (%) | 487.2459 | 328.5573 | 158.6887 | 605.3852 | 113.9881 | 491.3971 |
Avg Daily Profit (%) | 0.253 | 0.1706 | 0.0824 | 0.1015 | 0.0395 | 0.0923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93293 | -60099 | -122856 | -1101016 | -677339 | -622950 |
Profit Factor | 1.6198 | 1.8212 | 1.411 | 1.1646 | 1.0579 | 1.2875 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 39.1026 | 34.6154 | 43.5897 | 39.1026 | 34.6154 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.5226 | 3.44 | 1.8261 | 1.8137 | 1.9982 | 1.6662 |
Largest Winning Trade | 131462 | 131462 | 45737 | 641657 | 641657 | 322089 |
Largest Losing Trade | -38334 | -23545 | -38334 | -232377 | -232377 | -220322 |
Avg Bars in Trades | 48 | 44 | 53 | 48 | 44 | 53 |
Avg Bars in Winners | 78 | 70 | 84 | 78 | 70 | 84 |
Avg Bars in Losers | 29 | 30 | 29 | 29 | 30 | 29 |
Bars Traded | 7612 | 3440 | 4172 | 7612 | 3440 | 4172 |
Profit Streak | 46.0877 | 46.0877 | 54.8377 | 46.0877 | 46.0877 | 54.8377 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313499 | -29058 | -117449 | -97888 | -335756 | -104963 |
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{ "first_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 26, "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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