Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161831.8571 | 71520.0492 | 90311.8079 | 253848.6686 | 116527.5995 | 137321.069 |
Total P&L (%) | 161.8319 | 71.52 | 90.3118 | 253.8487 | 116.5276 | 137.3211 |
Avg Daily Profit (%) | 0.6214 | 0.2746 | 0.3468 | 0.4864 | 0.2971 | 0.3324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45693 | -41226 | -40995 | -45292 | -56734 | -45127 |
Profit Factor | 1.5354 | 1.4224 | 1.6793 | 1.5893 | 1.4924 | 1.7075 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Losing Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Profitability (%) | 57.5342 | 61.6438 | 53.4247 | 57.5342 | 61.6438 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.1333 | 0.8851 | 1.464 | 1.1731 | 0.9286 | 1.4886 |
Largest Winning Trade | 18522 | 15948 | 18522 | 27957 | 24950 | 27957 |
Largest Losing Trade | -28568 | -28568 | -15147 | -32172 | -32172 | -26183 |
Avg Bars in Trades | 169 | 173 | 165 | 169 | 173 | 165 |
Avg Bars in Winners | 173 | 186 | 159 | 173 | 186 | 159 |
Avg Bars in Losers | 164 | 153 | 172 | 164 | 153 | 172 |
Bars Traded | 24781 | 12691 | 12090 | 24781 | 12691 | 12090 |
Profit Streak | 1.8229 | 12.0104 | 0 | 1.8229 | 12.0104 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377288 | -62571 | -61685 | 347607 | -61952 | -61754 |
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 123, "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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