Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625255.2583 | 642471.297 | -17216.0387 | -67912.5662 | -18414.6436 | -49497.9226 |
Total P&L (%) | 625.2553 | 642.4713 | -17.216 | -67.9126 | -18.4146 | -49.4979 |
Avg Daily Profit (%) | 0.3337 | 0.3429 | -0.0092 | -0.0607 | -0.0109 | -0.0365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -337409 | -202718 | -210727 | -149060 | -81472 | -71428 |
Profit Factor | 1.7489 | 2.2751 | 0.948 | 0.7542 | 0.9019 | 0.4415 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 40.7407 | 36.5854 | 45 | 40.7407 | 36.5854 | 45 |
Ratio Avg Win / Avg Loss | 2.5438 | 3.9435 | 1.1587 | 1.097 | 1.5632 | 0.5396 |
Largest Winning Trade | 395522 | 395522 | 41448 | 80601 | 80601 | 10279 |
Largest Losing Trade | -73748 | -73748 | -46951 | -73748 | -73748 | -29894 |
Avg Bars in Trades | 90 | 100 | 79 | 90 | 100 | 79 |
Avg Bars in Winners | 110 | 108 | 113 | 110 | 108 | 113 |
Avg Bars in Losers | 76 | 96 | 52 | 76 | 96 | 52 |
Bars Traded | 7331 | 4132 | 3199 | 7331 | 4132 | 3199 |
Profit Streak | 0 | 0 | 167.3857 | 0 | 0 | 167.3857 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7382 | 302736 | -580060 | -598989 | -583181 | -581727 |
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{ "first_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 133, "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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