Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582710.7857 | 377820.0849 | 204890.7008 | 1837050.5302 | 1003865.1062 | 833185.424 |
Total P&L (%) | 582.7108 | 377.8201 | 204.8907 | 1837.0505 | 1003.8651 | 833.1854 |
Avg Daily Profit (%) | 0.5701 | 0.3697 | 0.2005 | 0.2904 | 0.2352 | 0.2188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84377 | -103419 | -97833 | -456327 | -336916 | -422560 |
Profit Factor | 1.5897 | 1.7101 | 1.4492 | 1.6866 | 1.6793 | 1.6955 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 132 | 59 | 73 | 132 | 59 | 73 |
Losing Trades | 145 | 79 | 66 | 145 | 79 | 66 |
Profitability (%) | 47.6534 | 42.7536 | 52.518 | 47.6534 | 42.7536 | 52.518 |
Ratio Avg Win / Avg Loss | 1.7462 | 2.2898 | 1.3102 | 1.8527 | 2.2486 | 1.5329 |
Largest Winning Trade | 207947 | 207947 | 28579 | 599157 | 599157 | 215457 |
Largest Losing Trade | -31969 | -31969 | -28870 | -422560 | -98034 | -422560 |
Avg Bars in Trades | 87 | 92 | 82 | 87 | 92 | 82 |
Avg Bars in Winners | 99 | 104 | 95 | 99 | 104 | 95 |
Avg Bars in Losers | 76 | 83 | 68 | 76 | 83 | 68 |
Bars Traded | 24271 | 12748 | 11523 | 24271 | 12748 | 11523 |
Profit Streak | 19.2786 | 19.2786 | 50.737 | 19.2786 | 19.2786 | 50.737 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 582284 | 355110 | 368730 | 504494 | 326605 | 469170 |
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{ "first_band": { "type": "ssf", "factors": { "length": 191, "offset": 0, "poles": 3 } }, "second_band": { "type": "sma", "factors": { "length": 134, "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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