Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371168.5231 | 309500.6952 | 61667.8279 | 343890.9131 | 327879.17 | 16011.7431 |
Total P&L (%) | 371.1685 | 309.5007 | 61.6678 | 343.8909 | 327.8792 | 16.0117 |
Avg Daily Profit (%) | 0.1782 | 0.1486 | 0.0296 | 0.0716 | 0.0698 | 0.0071 |
Buy And Hold Return (%) | 52.2425 | 52.2425 | 52.2425 | 52.2425 | 52.2425 | 52.2425 |
Max Trade Drawdown | -168222 | -137900 | -95287 | -668247 | -623727 | -409501 |
Profit Factor | 1.2737 | 1.4595 | 1.0903 | 1.073 | 1.1387 | 1.0068 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 202 | 99 | 103 | 202 | 99 | 103 |
Losing Trades | 252 | 128 | 124 | 252 | 128 | 124 |
Profitability (%) | 44.4934 | 43.6123 | 45.3744 | 44.4934 | 43.6123 | 45.3744 |
Ratio Avg Win / Avg Loss | 1.5889 | 1.887 | 1.3126 | 1.3386 | 1.4723 | 1.2121 |
Largest Winning Trade | 54525 | 54525 | 50067 | 168960 | 168960 | 140356 |
Largest Losing Trade | -20612 | -17548 | -20612 | -120173 | -103792 | -120173 |
Avg Bars in Trades | 54 | 56 | 53 | 54 | 56 | 53 |
Avg Bars in Winners | 78 | 83 | 73 | 78 | 83 | 73 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 24863 | 12808 | 12055 | 24863 | 12808 | 12055 |
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 | 313212 | 178356 | -385294 | -237629 | -169945 | -563267 |
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{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 25, "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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