Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151689.3206 | 62821.6381 | 88867.6826 | 210255.9033 | 102195.1142 | 108060.7891 |
Total P&L (%) | 151.6893 | 62.8216 | 88.8677 | 210.2559 | 102.1951 | 108.0608 |
Avg Daily Profit (%) | 0.2912 | 0.1206 | 0.1706 | 0.2176 | 0.1353 | 0.1408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73388 | -56394 | -38467 | -64949 | -62289 | -35731 |
Profit Factor | 1.5956 | 1.4113 | 1.872 | 1.8578 | 1.7774 | 1.9508 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 60.2273 | 56.8182 | 63.6364 | 60.2273 | 56.8182 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.0537 | 1.0726 | 1.0697 | 1.2268 | 1.3508 | 1.1147 |
Largest Winning Trade | 23069 | 23069 | 16547 | 31254 | 25630 | 31254 |
Largest Losing Trade | -24996 | -24996 | -15262 | -23662 | -23662 | -21191 |
Avg Bars in Trades | 280 | 302 | 258 | 280 | 302 | 258 |
Avg Bars in Winners | 200 | 199 | 201 | 200 | 199 | 201 |
Avg Bars in Losers | 400 | 436 | 356 | 400 | 436 | 356 |
Bars Traded | 24646 | 13290 | 11355 | 24646 | 13290 | 11355 |
Profit Streak | 11.5212 | 94.417 | 11.5212 | 11.5212 | 94.417 | 11.5212 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445432 | -29716 | 421237 | 441650 | -8203 | -628 |
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 185, "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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