Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32543.6752 | -15341.9779 | 47885.6531 | 23633.902 | -23071.0687 | 46704.9708 |
Total P&L (%) | 32.5437 | -15.342 | 47.8857 | 23.6339 | -23.0711 | 46.705 |
Avg Daily Profit (%) | 0.125 | -0.0589 | 0.1839 | 0.0815 | -0.1007 | 0.1473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32411 | -24158 | -14364 | -35132 | -26432 | -14165 |
Profit Factor | 1.2441 | 0.8332 | 2.1589 | 1.1627 | 0.7739 | 2.081 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 64.4737 | 57.8947 | 71.0526 | 64.4737 | 57.8947 | 71.0526 |
Ratio Avg Win / Avg Loss | 0.6855 | 0.606 | 0.8795 | 0.6407 | 0.5628 | 0.8478 |
Largest Winning Trade | 11609 | 9558 | 11609 | 11239 | 8913 | 11239 |
Largest Losing Trade | -17633 | -17633 | -12897 | -18901 | -18901 | -12842 |
Avg Bars in Trades | 307 | 360 | 254 | 307 | 360 | 254 |
Avg Bars in Winners | 176 | 179 | 174 | 176 | 179 | 174 |
Avg Bars in Losers | 546 | 611 | 451 | 546 | 611 | 451 |
Bars Traded | 23404 | 13717 | 9687 | 23404 | 13717 | 9687 |
Profit Streak | 7.219 | 7.219 | 21.6773 | 7.219 | 7.219 | 21.6773 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82864 | -580455 | 348698 | -183676 | -580455 | 198337 |
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{ "first_band": { "type": "ssf", "factors": { "length": 175, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 227, "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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