Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412278.8241 | 200773.7189 | 211505.1052 | 544682.8288 | 176123.8373 | 368558.9915 |
Total P&L (%) | 412.2788 | 200.7737 | 211.5051 | 544.6828 | 176.1238 | 368.559 |
Avg Daily Profit (%) | 0.2174 | 0.1059 | 0.1115 | 0.0983 | 0.0536 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90002 | -87864 | -70806 | -471149 | -304923 | -336665 |
Profit Factor | 1.7737 | 1.7012 | 1.8579 | 1.2536 | 1.1542 | 1.3664 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 54.2553 | 46.8085 | 61.7021 | 54.2553 | 46.8085 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.4955 | 1.9332 | 1.1532 | 1.0569 | 1.3116 | 0.8481 |
Largest Winning Trade | 107747 | 107747 | 63017 | 241263 | 241263 | 164952 |
Largest Losing Trade | -46602 | -38960 | -46602 | -324394 | -146476 | -324394 |
Avg Bars in Trades | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Winners | 51 | 58 | 47 | 51 | 58 | 47 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 3711 | 1978 | 1733 | 3711 | 1978 | 1733 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389675 | -49589 | -40094 | -60703 | -173448 | -83755 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 57, "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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