Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758716.4768 | 443826.6563 | 314889.8205 | 22803598.9425 | 18326016.2454 | 4477582.6972 |
Total P&L (%) | 758.7165 | 443.8267 | 314.8898 | 22803.5989 | 18326.0162 | 4477.5827 |
Avg Daily Profit (%) | 0.4472 | 0.2616 | 0.1856 | 0.3208 | 0.308 | 0.2256 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55957 | -92042 | -49866 | -5597759 | -2128850 | -5638235 |
Profit Factor | 1.8588 | 2.0593 | 1.6779 | 2.1496 | 3.1156 | 1.4007 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 135 | 65 | 70 | 135 | 65 | 70 |
Losing Trades | 213 | 109 | 104 | 213 | 109 | 104 |
Profitability (%) | 38.7931 | 37.3563 | 40.2299 | 38.7931 | 37.3563 | 40.2299 |
Ratio Avg Win / Avg Loss | 2.9327 | 3.4533 | 2.4928 | 3.3916 | 5.2247 | 2.0811 |
Largest Winning Trade | 67327 | 67327 | 50672 | 6813803 | 6813803 | 3934761 |
Largest Losing Trade | -17095 | -17095 | -15381 | -1216643 | -1216643 | -1185517 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 100 | 96 | 103 | 100 | 96 | 103 |
Avg Bars in Losers | 31 | 32 | 31 | 31 | 32 | 31 |
Bars Traded | 20269 | 9764 | 10505 | 20269 | 9764 | 10505 |
Profit Streak | 11.0028 | 48.5862 | 0 | 11.0028 | 48.5862 | 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 | 424117 | 321059 | 260387 | 405429 | 423706 | 238455 |
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{ "first_band": { "type": "ssf", "factors": { "length": 132, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 13, "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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