Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41173.5119 | 201547.8375 | -160374.3256 | -320920.1164 | -46958.115 | -273962.0013 |
Total P&L (%) | 41.1735 | 201.5478 | -160.3743 | -320.9201 | -46.9581 | -273.962 |
Avg Daily Profit (%) | 0.0334 | 0.1633 | -0.1299 | 0 | -0.0514 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96208 | -55809 | -96208 | -287165 | -199817 | -204391 |
Profit Factor | 1.0503 | 1.9498 | 0.7356 | 0.7428 | 0.8899 | 0.6666 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 137 | 68 | 69 | 27 | 14 | 13 |
Losing Trades | 28 | 14 | 14 | 138 | 68 | 70 |
Profitability (%) | 83.0303 | 82.9268 | 83.1325 | 16.3636 | 17.0732 | 15.6627 |
Ratio Avg Win / Avg Loss | 0.2147 | 0.4014 | 0.1493 | 3.7967 | 4.3221 | 3.5892 |
Largest Winning Trade | 20433 | 18149 | 20433 | 229168 | 115391 | 229168 |
Largest Losing Trade | -310576 | -38957 | -310576 | -310576 | -28929 | -310576 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 16 | 18 | 14 | 84 | 95 | 73 |
Avg Bars in Losers | 87 | 95 | 80 | 17 | 18 | 16 |
Bars Traded | 4700 | 2586 | 2114 | 4700 | 2586 | 2114 |
Profit Streak | 31.6003 | 85.8503 | 31.6003 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -310229 | 348405 | -575362 | -644736 | -647209 | -649022 |
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{ "first_band": { "type": "fwma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 2 } } }
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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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