Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293471.7066 | 261961.7394 | 31509.9672 | -78251.5623 | 6642.7239 | -84894.2862 |
Total P&L (%) | 293.4717 | 261.9617 | 31.51 | -78.2516 | 6.6427 | -84.8943 |
Avg Daily Profit (%) | 0.1549 | 0.1383 | 0.0166 | -0.0805 | 0.0034 | -0.0997 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215447 | -59504 | -230534 | -148158 | -19391 | -141155 |
Profit Factor | 1.4446 | 2.1706 | 1.0722 | 0.6235 | 1.1446 | 0.4757 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 58 | 27 | 31 | 58 | 26 | 32 |
Losing Trades | 36 | 20 | 16 | 36 | 21 | 15 |
Profitability (%) | 61.7021 | 57.4468 | 65.9574 | 61.7021 | 55.3191 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.8967 | 1.6078 | 0.5534 | 0.387 | 0.9245 | 0.223 |
Largest Winning Trade | 114280 | 114280 | 40499 | 24452 | 14604 | 24452 |
Largest Losing Trade | -126741 | -45874 | -126741 | -141155 | -19391 | -141155 |
Avg Bars in Trades | 78 | 84 | 72 | 78 | 84 | 72 |
Avg Bars in Winners | 56 | 52 | 59 | 57 | 52 | 61 |
Avg Bars in Losers | 113 | 126 | 97 | 111 | 122 | 94 |
Bars Traded | 7339 | 3950 | 3389 | 7339 | 3950 | 3389 |
Profit Streak | 19.218 | 0 | 39.468 | 19.218 | 0 | 39.468 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319071 | -3239 | -313652 | -578451 | -416445 | -577805 |
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{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 172, "offset": 0 } } }
# | 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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