Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783023.9419 | 743010.3302 | 40013.6117 | 619424.5486 | 566137.2379 | 53287.3107 |
Total P&L (%) | 783.0239 | 743.0103 | 40.0136 | 619.4245 | 566.1372 | 53.2873 |
Avg Daily Profit (%) | 0.4239 | 0.4023 | 0.0217 | 0.1069 | 0.1027 | 0.0231 |
Buy And Hold Return (%) | 78.0551 | 78.0551 | 78.0551 | 78.0551 | 78.0551 | 78.0551 |
Max Trade Drawdown | -94905 | -90540 | -52589 | -289410 | -249313 | -292657 |
Profit Factor | 2.7281 | 4.5293 | 1.165 | 1.4426 | 1.9302 | 1.0674 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40 | 36.8421 | 43.2432 | 40 | 36.8421 | 43.2432 |
Ratio Avg Win / Avg Loss | 4.0922 | 7.7645 | 1.529 | 2.1639 | 3.3089 | 1.4009 |
Largest Winning Trade | 654700 | 654700 | 55073 | 230560 | 230560 | 224488 |
Largest Losing Trade | -38661 | -38661 | -33898 | -190659 | -70012 | -190659 |
Avg Bars in Trades | 48 | 48 | 47 | 48 | 48 | 47 |
Avg Bars in Winners | 93 | 102 | 85 | 93 | 102 | 85 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 3601 | 1832 | 1769 | 3601 | 1832 | 1769 |
Profit Streak | 151.5241 | 160.5241 | 151.5241 | 151.5241 | 160.5241 | 151.5241 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48657 | 470804 | -369713 | -111612 | -55898 | -476211 |
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{ "first_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 2 } }, "second_band": { "type": "sma", "factors": { "length": 9, "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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