Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1314005.3146 | 1323448.0969 | -9442.7824 | 423670.2088 | 1267979.105 | -844308.8962 |
Total P&L (%) | 1314.0053 | 1323.4481 | -9.4428 | 423.6702 | 1267.9791 | -844.3089 |
Avg Daily Profit (%) | 0.7114 | 0.7165 | -0.0051 | 0.0897 | 0.1417 | 0 |
Buy And Hold Return (%) | 507.4691 | 507.4691 | 507.4691 | 507.4691 | 507.4691 | 507.4691 |
Max Trade Drawdown | -167814 | -86182 | -127799 | -1173301 | -520037 | -978589 |
Profit Factor | 3.1052 | 5.5854 | 0.9719 | 1.1328 | 1.8509 | 0.5035 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 49.3151 | 50 | 48.6486 | 49.3151 | 50 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.1915 | 5.5854 | 1.0258 | 1.1642 | 1.8509 | 0.5315 |
Largest Winning Trade | 787141 | 787141 | 79123 | 947966 | 947966 | 228241 |
Largest Losing Trade | -83300 | -46288 | -83300 | -661990 | -368196 | -661990 |
Avg Bars in Trades | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Winners | 104 | 98 | 111 | 104 | 98 | 111 |
Avg Bars in Losers | 40 | 41 | 39 | 40 | 41 | 39 |
Bars Traded | 5277 | 2517 | 2760 | 5277 | 2517 | 2760 |
Profit Streak | 0 | 48.2131 | 0 | 0 | 48.2131 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61678 | 639952 | -579631 | -390021 | -2908 | -581298 |
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{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 43, "offset": 0 } } }
# | 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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