Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625358.9849 | 533673.4809 | 91685.504 | 1678.8083 | 123297.5405 | -121618.7323 |
Total P&L (%) | 625.359 | 533.6735 | 91.6855 | 1.6788 | 123.2975 | -121.6187 |
Avg Daily Profit (%) | 0.3287 | 0.2805 | 0.0482 | 0.0009 | 0.0422 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188315 | -93026 | -204434 | -207093 | -66681 | -192617 |
Profit Factor | 1.8332 | 2.6437 | 1.2153 | 1.0022 | 1.4069 | 0.7356 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 51.9481 | 47.3684 | 56.4103 | 51.9481 | 47.3684 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.6957 | 2.9374 | 0.9391 | 0.927 | 1.5633 | 0.5685 |
Largest Winning Trade | 243651 | 243651 | 61011 | 100616 | 100616 | 60221 |
Largest Losing Trade | -90903 | -34700 | -90903 | -123065 | -32517 | -123065 |
Avg Bars in Trades | 71 | 71 | 72 | 71 | 71 | 72 |
Avg Bars in Winners | 71 | 70 | 71 | 71 | 70 | 71 |
Avg Bars in Losers | 72 | 71 | 73 | 72 | 71 | 73 |
Bars Traded | 5515 | 2698 | 2817 | 5515 | 2698 | 2817 |
Profit Streak | 543.934 | 0 | 567.6007 | 543.934 | 0 | 567.6007 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32824 | 459291 | -129210 | -622632 | -135650 | -579342 |
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{ "first_band": { "type": "ssf", "factors": { "length": 224, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 99, "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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