Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538833.8182 | 444499.6845 | 94334.1337 | 323065.1752 | 644163.6908 | -321098.5157 |
Total P&L (%) | 538.8338 | 444.4997 | 94.3341 | 323.0652 | 644.1637 | -321.0985 |
Avg Daily Profit (%) | 0.2348 | 0.1937 | 0.0411 | 0.0629 | 0.0875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144955 | -136772 | -103343 | -920063 | -467877 | -670201 |
Profit Factor | 2.0064 | 2.6148 | 1.3627 | 1.1606 | 1.6903 | 0.7022 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.8425 | 3.7043 | 1.9304 | 1.6442 | 2.3946 | 0.9947 |
Largest Winning Trade | 287028 | 287028 | 63819 | 773249 | 773249 | 158319 |
Largest Losing Trade | -42242 | -30073 | -42242 | -197446 | -134482 | -197446 |
Avg Bars in Trades | 76 | 68 | 84 | 76 | 68 | 84 |
Avg Bars in Winners | 129 | 121 | 138 | 129 | 121 | 138 |
Avg Bars in Losers | 39 | 31 | 46 | 39 | 31 | 46 |
Bars Traded | 4442 | 1992 | 2450 | 4442 | 1992 | 2450 |
Profit Streak | 82.6498 | 357.6498 | 0 | 82.6498 | 357.6498 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170146 | 377613 | -139818 | -333982 | -74569 | -584185 |
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{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 29, "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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