Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782720.712 | 718104.3065 | 64616.4055 | 3983324.5704 | 4246333.104 | -263008.5336 |
Total P&L (%) | 782.7207 | 718.1043 | 64.6164 | 3983.3246 | 4246.3331 | -263.0085 |
Avg Daily Profit (%) | 0.313 | 0.2872 | 0.0258 | 0.1485 | 0.151 | 0 |
Buy And Hold Return (%) | 814.3149 | 814.3149 | 814.3149 | 814.3149 | 814.3149 | 814.3149 |
Max Trade Drawdown | -155203 | -107570 | -79368 | -1419983 | -622266 | -892816 |
Profit Factor | 2.9169 | 4.3214 | 1.3363 | 2.841 | 5.67 | 0.7903 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 46.2687 | 42.4242 | 50 | 46.2687 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 3.3874 | 5.8648 | 1.3363 | 3.2993 | 7.6951 | 0.7903 |
Largest Winning Trade | 332637 | 332637 | 49175 | 2040018 | 2040018 | 219674 |
Largest Losing Trade | -43573 | -41296 | -43573 | -709995 | -300921 | -709995 |
Avg Bars in Trades | 105 | 104 | 107 | 105 | 104 | 107 |
Avg Bars in Winners | 136 | 113 | 155 | 136 | 113 | 155 |
Avg Bars in Losers | 79 | 98 | 58 | 79 | 98 | 58 |
Bars Traded | 7094 | 3456 | 3638 | 7094 | 3456 | 3638 |
Profit Streak | 124.4015 | 124.4015 | 262.7349 | 124.4015 | 124.4015 | 262.7349 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -272581 | -152102 | -322871 | -111839 | 443147 | -579825 |
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{ "first_band": { "type": "ssf", "factors": { "length": 178, "offset": 0, "poles": 2 } }, "second_band": { "type": "dema", "factors": { "length": 208, "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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