Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411572.5618 | 348242.9688 | 63329.593 | -141349.3759 | -16474.2281 | -124875.1478 |
Total P&L (%) | 411.5726 | 348.243 | 63.3296 | -141.3494 | -16.4742 | -124.8751 |
Avg Daily Profit (%) | 0.2204 | 0.1865 | 0.0339 | 0 | -0.0096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132709 | -126057 | -127920 | -47155 | -19724 | -30681 |
Profit Factor | 1.5982 | 2.2655 | 1.1534 | 0.1604 | 0.4741 | 0.0887 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 25 | 29 | 38 | 21 | 17 |
Losing Trades | 41 | 22 | 19 | 57 | 26 | 31 |
Profitability (%) | 56.8421 | 53.1915 | 60.4167 | 40 | 44.6809 | 35.4167 |
Ratio Avg Win / Avg Loss | 1.2134 | 1.9936 | 0.7557 | 0.2407 | 0.587 | 0.1618 |
Largest Winning Trade | 164123 | 164123 | 53113 | 4138 | 3576 | 4138 |
Largest Losing Trade | -127920 | -64576 | -127920 | -94193 | -5943 | -94193 |
Avg Bars in Trades | 36 | 41 | 32 | 36 | 41 | 32 |
Avg Bars in Winners | 36 | 39 | 34 | 34 | 45 | 21 |
Avg Bars in Losers | 37 | 44 | 29 | 38 | 38 | 38 |
Bars Traded | 3504 | 1954 | 1551 | 3504 | 1954 | 1551 |
Profit Streak | 16.0014 | 0 | 162.5014 | 0 | 30.5014 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411101 | 443262 | -198615 | -584135 | -581947 | -586082 |
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{ "first_band": { "type": "ssf", "factors": { "length": 11, "offset": 60, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 203, "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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