Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329169.9534 | 374964.038 | -45794.0845 | -58561.5743 | 265144.8143 | -323706.3886 |
Total P&L (%) | 329.17 | 374.964 | -45.7941 | -58.5616 | 265.1448 | -323.7064 |
Avg Daily Profit (%) | 0.1782 | 0.203 | -0.0248 | -0.0477 | 0.0701 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222001 | -128963 | -216216 | -744179 | -498685 | -455138 |
Profit Factor | 1.2053 | 1.4597 | 0.9419 | 0.9781 | 1.1919 | 0.7498 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Losing Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Profitability (%) | 44.3325 | 43.9394 | 44.7236 | 44.3325 | 43.9394 | 44.7236 |
Ratio Avg Win / Avg Loss | 1.5135 | 1.8624 | 1.1641 | 1.2282 | 1.5208 | 0.9267 |
Largest Winning Trade | 200071 | 200071 | 44987 | 467493 | 467493 | 79661 |
Largest Losing Trade | -49017 | -36423 | -49017 | -215622 | -215622 | -116503 |
Avg Bars in Trades | 55 | 49 | 60 | 55 | 49 | 60 |
Avg Bars in Winners | 63 | 53 | 73 | 63 | 53 | 73 |
Avg Bars in Losers | 49 | 47 | 50 | 49 | 47 | 50 |
Bars Traded | 21991 | 9894 | 12097 | 21991 | 9894 | 12097 |
Profit Streak | 5.9004 | 0 | 8.067 | 5.9004 | 0 | 8.067 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310372 | 285915 | -580002 | -578540 | -109431 | -581669 |
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{ "first_band": { "type": "ssf", "factors": { "length": 64, "offset": 0, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 122, "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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