Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408271.1801 | 338020.1737 | 70251.0064 | 444625.7258 | 253645.1546 | 190980.5711 |
Total P&L (%) | 408.2712 | 338.0202 | 70.251 | 444.6257 | 253.6452 | 190.9806 |
Avg Daily Profit (%) | 0.186 | 0.154 | 0.032 | 0.0772 | 0.0576 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66186 | -93329 | -34147 | -164245 | -216788 | -47603 |
Profit Factor | 1.8523 | 2.4425 | 1.2871 | 1.5306 | 1.5265 | 1.5363 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 45.4545 | 48.4848 | 42.4242 | 45.4545 | 48.4848 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.2227 | 2.5951 | 1.7468 | 1.8367 | 1.6219 | 2.0849 |
Largest Winning Trade | 128126 | 128126 | 56658 | 158670 | 155702 | 158670 |
Largest Losing Trade | -46756 | -29720 | -46756 | -71086 | -71086 | -46756 |
Avg Bars in Trades | 96 | 88 | 104 | 96 | 88 | 104 |
Avg Bars in Winners | 145 | 122 | 171 | 145 | 122 | 171 |
Avg Bars in Losers | 55 | 56 | 55 | 55 | 56 | 55 |
Bars Traded | 6370 | 2919 | 3451 | 6370 | 2919 | 3451 |
Profit Streak | 76.9252 | 114.5919 | 0 | 76.9252 | 114.5919 | 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 | -118971 | 425923 | -151994 | -217208 | -113540 | -128253 |
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 59, "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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