Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271704.1233 | 181475.2667 | 90228.8566 | -462651.0429 | -94645.333 | -368005.71 |
Total P&L (%) | 271.7041 | 181.4753 | 90.2289 | -462.651 | -94.6453 | -368.0057 |
Avg Daily Profit (%) | 0.2194 | 0.1465 | 0.0728 | 0 | -0.236 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131495 | -58698 | -142286 | -838151 | -375695 | -565055 |
Profit Factor | 1.4305 | 1.6759 | 1.2489 | 0.7377 | 0.8797 | 0.6234 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 125 | 60 | 65 | 47 | 24 | 23 |
Losing Trades | 35 | 20 | 15 | 113 | 56 | 57 |
Profitability (%) | 78.125 | 75 | 81.25 | 29.375 | 30 | 28.75 |
Ratio Avg Win / Avg Loss | 0.4005 | 0.5586 | 0.2882 | 1.7736 | 2.0526 | 1.545 |
Largest Winning Trade | 35835 | 35835 | 23105 | 247449 | 247449 | 189598 |
Largest Losing Trade | -125974 | -36145 | -125974 | -181084 | -60003 | -181084 |
Avg Bars in Trades | 21 | 22 | 19 | 21 | 22 | 19 |
Avg Bars in Winners | 12 | 13 | 12 | 38 | 38 | 37 |
Avg Bars in Losers | 52 | 51 | 52 | 14 | 16 | 12 |
Bars Traded | 3417 | 1836 | 1581 | 3417 | 1836 | 1581 |
Profit Streak | 19.9064 | 19.9064 | 39.9064 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479769 | -11662 | -110961 | -587416 | -604958 | -610467 |
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{ "first_band": { "type": "fwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 78, "offset": 0, "poles": 3 } } }
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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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