Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78074.9189 | 55759.4305 | 22315.4884 | -49116.9418 | 49335.8505 | -98452.7923 |
Total P&L (%) | 78.0749 | 55.7594 | 22.3155 | -49.1169 | 49.3359 | -98.4528 |
Avg Daily Profit (%) | 0.2998 | 0.2141 | 0.0857 | -0.2591 | 0.1541 | -1.588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88678 | -8428 | -88678 | -207194 | -17610 | -207194 |
Profit Factor | 1.393 | 1.8556 | 1.1672 | 0.8561 | 1.6129 | 0.6224 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 68.75 | 60 | 77.5 | 68.75 | 60 | 77.5 |
Ratio Avg Win / Avg Loss | 0.6332 | 1.2371 | 0.3389 | 0.3891 | 1.0753 | 0.1807 |
Largest Winning Trade | 17076 | 12326 | 17076 | 17266 | 14545 | 17266 |
Largest Losing Trade | -88678 | -23784 | -88678 | -207194 | -26674 | -207194 |
Avg Bars in Trades | 292 | 319 | 265 | 292 | 319 | 265 |
Avg Bars in Winners | 185 | 190 | 181 | 185 | 190 | 181 |
Avg Bars in Losers | 527 | 512 | 553 | 527 | 512 | 553 |
Bars Traded | 23390 | 12777 | 10613 | 23390 | 12777 | 10613 |
Profit Streak | 6.0248 | 6.0248 | 20.4519 | 6.0248 | 6.0248 | 20.4519 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13835 | 353839 | -118920 | -602073 | 302569 | -577520 |
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{ "first_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 228, "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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