Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -939866.088 | 108670.4139 | -1048536.5019 | 427064.3302 | -5849705.1265 | 6276769.4568 |
Total P&L (%) | -939.8661 | 108.6704 | -1048.5365 | 427.0643 | -5849.7051 | 6276.7695 |
Avg Daily Profit (%) | -0.5016 | 0.058 | -0.5596 | 0.0887 | 0 | 0.222 |
Buy And Hold Return (%) | 479.1792 | 479.1792 | 479.1792 | 479.1792 | 479.1792 | 479.1792 |
Max Trade Drawdown | -1106951 | -151515 | -1075637 | -5315504 | -6412121 | -1655713 |
Profit Factor | 0.4237 | 1.3134 | 0.1834 | 1.034 | 0.343 | 2.7169 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 16 | 20 |
Losing Trades | 36 | 18 | 18 | 36 | 20 | 16 |
Profitability (%) | 50 | 50 | 50 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.4237 | 1.3134 | 0.1834 | 1.034 | 0.4288 | 2.1736 |
Largest Winning Trade | 139532 | 139532 | 37940 | 5585735 | 485548 | 5585735 |
Largest Losing Trade | -688115 | -60108 | -688115 | -3409358 | -3409358 | -853332 |
Avg Bars in Trades | 98 | 108 | 87 | 98 | 108 | 87 |
Avg Bars in Winners | 77 | 88 | 66 | 80 | 86 | 75 |
Avg Bars in Losers | 118 | 128 | 108 | 115 | 126 | 102 |
Bars Traded | 7058 | 3906 | 3152 | 7058 | 3906 | 3152 |
Profit Streak | 23.6289 | 31.1289 | 0 | 23.6289 | 31.1289 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -664010 | -280552 | -580780 | -506610 | -582400 | 508597 |
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{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 247, "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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