Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443764.3892 | 388747.8791 | 55016.5102 | 219460.1881 | 131033.9205 | 88426.2676 |
Total P&L (%) | 443.7644 | 388.7479 | 55.0165 | 219.4602 | 131.0339 | 88.4263 |
Avg Daily Profit (%) | 0.2488 | 0.218 | 0.0308 | 0.0651 | 0.047 | 0.0355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72644 | -94141 | -132175 | -65034 | -67433 | -117276 |
Profit Factor | 1.6721 | 2.2251 | 1.1604 | 1.3776 | 1.4383 | 1.3133 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 43.4783 | 39.1304 | 47.8261 | 43.4783 | 39.1304 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.1737 | 3.4613 | 1.2659 | 1.7909 | 2.2373 | 1.4327 |
Largest Winning Trade | 172926 | 172926 | 71496 | 76301 | 71948 | 76301 |
Largest Losing Trade | -37939 | -33077 | -37939 | -40947 | -40947 | -35302 |
Avg Bars in Trades | 37 | 35 | 40 | 37 | 35 | 40 |
Avg Bars in Winners | 59 | 56 | 61 | 59 | 56 | 61 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 3469 | 1623 | 1846 | 3469 | 1623 | 1846 |
Profit Streak | 0 | 0 | 331.3604 | 0 | 0 | 331.3604 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320934 | 282811 | -196127 | -106569 | -132302 | -144636 |
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{ "first_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 16, "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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