Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109601.9633 | 82734.2219 | 26867.7414 | 119846.9139 | 94970.7615 | 24876.1523 |
Total P&L (%) | 109.602 | 82.7342 | 26.8677 | 119.8469 | 94.9708 | 24.8762 |
Avg Daily Profit (%) | 1.2626 | 0.953 | 0.3095 | 0.9116 | 0.7721 | 0.2562 |
Buy And Hold Return (%) | 36.9515 | 36.9515 | 36.9515 | 36.9515 | 36.9515 | 36.9515 |
Max Trade Drawdown | -49751 | -24217 | -40776 | -108639 | -61980 | -96155 |
Profit Factor | 1.6436 | 2.0382 | 1.2966 | 1.3345 | 1.5934 | 1.1255 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 64.8649 | 62.5 | 67.2727 | 64.8649 | 62.5 | 67.2727 |
Ratio Avg Win / Avg Loss | 0.8903 | 1.2229 | 0.6308 | 0.7229 | 0.956 | 0.5475 |
Largest Winning Trade | 33343 | 33343 | 10788 | 40975 | 40975 | 25876 |
Largest Losing Trade | -40776 | -11561 | -40776 | -96155 | -28113 | -96155 |
Avg Bars in Trades | 223 | 249 | 197 | 223 | 249 | 197 |
Avg Bars in Winners | 161 | 168 | 155 | 161 | 168 | 155 |
Avg Bars in Losers | 338 | 384 | 285 | 338 | 384 | 285 |
Bars Traded | 24856 | 13979 | 10877 | 24856 | 13979 | 10877 |
Profit Streak | 2.7793 | 2.7793 | 5.0501 | 2.7793 | 2.7793 | 5.0501 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350439 | -171387 | -337403 | 286913 | -172509 | -420385 |
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 113, "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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