Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117328.1526 | 69615.3575 | 47712.7951 | 128600.701 | 95288.9819 | 33311.7192 |
Total P&L (%) | 117.3282 | 69.6154 | 47.7128 | 128.6007 | 95.289 | 33.3117 |
Avg Daily Profit (%) | 0.8446 | 0.5012 | 0.3435 | 0.597 | 0.483 | 0.2072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67322 | -17569 | -55458 | -88572 | -19442 | -76027 |
Profit Factor | 1.4604 | 1.6664 | 1.3172 | 1.421 | 1.8834 | 1.1686 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 58.1699 | 55.8442 | 60.5263 | 58.1699 | 55.8442 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.0501 | 1.3176 | 0.8591 | 1.0219 | 1.4892 | 0.7621 |
Largest Winning Trade | 26375 | 26375 | 14039 | 30517 | 30517 | 13614 |
Largest Losing Trade | -39273 | -15441 | -39273 | -51583 | -18501 | -51583 |
Avg Bars in Trades | 86 | 88 | 85 | 86 | 88 | 85 |
Avg Bars in Winners | 82 | 92 | 73 | 82 | 92 | 73 |
Avg Bars in Losers | 92 | 82 | 102 | 92 | 82 | 102 |
Bars Traded | 13243 | 6782 | 6460 | 13243 | 6782 | 6460 |
Profit Streak | 132.202 | 132.202 | 132.5457 | 132.202 | 132.202 | 132.5457 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 536082 | -29920 | -43195 | 463570 | -29631 | -80882 |
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 62, "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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