Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628902.6616 | 559457.514 | 69445.1476 | 378817.9579 | 227267.1536 | 151550.8043 |
Total P&L (%) | 628.9027 | 559.4575 | 69.4451 | 378.818 | 227.2672 | 151.5508 |
Avg Daily Profit (%) | 0.3259 | 0.2899 | 0.036 | 0.0812 | 0.0615 | 0.0478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106957 | -81580 | -133307 | -212876 | -223110 | -168252 |
Profit Factor | 1.5942 | 2.1183 | 1.1244 | 1.209 | 1.2462 | 1.1704 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 110 | 62 | 48 | 110 | 62 | 48 |
Profitability (%) | 41.1765 | 34.0426 | 48.3871 | 41.1765 | 34.0426 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.2774 | 4.1042 | 1.1994 | 1.7271 | 2.4145 | 1.2484 |
Largest Winning Trade | 248998 | 248998 | 52077 | 150102 | 150102 | 123786 |
Largest Losing Trade | -45864 | -27521 | -45864 | -99894 | -76069 | -99894 |
Avg Bars in Trades | 121 | 118 | 125 | 121 | 118 | 125 |
Avg Bars in Winners | 176 | 175 | 177 | 176 | 175 | 177 |
Avg Bars in Losers | 83 | 89 | 76 | 83 | 89 | 76 |
Bars Traded | 22808 | 11155 | 11653 | 22808 | 11155 | 11653 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347562 | 227731 | -229454 | -86364 | -116506 | -163090 |
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{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 3 } }, "second_band": { "type": "swma", "factors": { "length": 104, "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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