Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504083.0303 | 329861.8891 | 174221.1411 | 1385376.7095 | 351285.856 | 1034090.8535 |
Total P&L (%) | 504.083 | 329.8619 | 174.2211 | 1385.3767 | 351.2859 | 1034.0909 |
Avg Daily Profit (%) | 0.2282 | 0.1494 | 0.0789 | 0.1223 | 0.0683 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138941 | -137255 | -30074 | -1436675 | -1497391 | -171498 |
Profit Factor | 2.0829 | 2.0479 | 2.1559 | 1.4373 | 1.1498 | 2.2578 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 58.3333 | 52.381 | 64.2857 | 58.3333 | 52.381 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.4878 | 1.8618 | 1.1977 | 1.0267 | 1.0452 | 1.2543 |
Largest Winning Trade | 117727 | 117727 | 43734 | 683001 | 683001 | 229625 |
Largest Losing Trade | -46250 | -46250 | -30074 | -731653 | -731653 | -150718 |
Avg Bars in Trades | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Winners | 38 | 33 | 43 | 38 | 33 | 43 |
Avg Bars in Losers | 60 | 72 | 44 | 60 | 72 | 44 |
Bars Traded | 4013 | 2182 | 1831 | 4013 | 2182 | 1831 |
Profit Streak | 74.1826 | 74.1826 | 196.6826 | 74.1826 | 74.1826 | 196.6826 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497036 | 401146 | -81352 | -25786 | -156672 | -39230 |
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 186, "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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