Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339160.2717 | 269661.5569 | 69498.7148 | -228456.4188 | 78492.5388 | -306948.9576 |
Total P&L (%) | 339.1603 | 269.6616 | 69.4987 | -228.4564 | 78.4925 | -306.949 |
Avg Daily Profit (%) | 0.1557 | 0.1238 | 0.0319 | 0 | 0.0266 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274002 | -90279 | -301231 | -406053 | -115385 | -347501 |
Profit Factor | 1.3884 | 1.7252 | 1.1386 | 0.7527 | 1.2188 | 0.4568 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 80 | 41 | 39 | 39 | 21 | 18 |
Losing Trades | 35 | 17 | 18 | 76 | 37 | 39 |
Profitability (%) | 69.5652 | 70.6897 | 68.4211 | 33.913 | 36.2069 | 31.5789 |
Ratio Avg Win / Avg Loss | 0.6074 | 0.7153 | 0.5255 | 1.4668 | 2.1474 | 0.9897 |
Largest Winning Trade | 56099 | 56099 | 43470 | 123742 | 123742 | 62977 |
Largest Losing Trade | -173292 | -49065 | -173292 | -148298 | -61536 | -148298 |
Avg Bars in Trades | 37 | 40 | 33 | 37 | 40 | 33 |
Avg Bars in Winners | 28 | 30 | 26 | 49 | 54 | 45 |
Avg Bars in Losers | 56 | 65 | 47 | 30 | 33 | 28 |
Bars Traded | 4275 | 2364 | 1911 | 4275 | 2364 | 1911 |
Profit Streak | 0 | 0 | 152.7459 | 73.7459 | 88.2459 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325483 | -204680 | -396327 | -584504 | -341788 | -768274 |
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{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 73, "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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