Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498228.3791 | 303269.3115 | 194959.0677 | 1714294.5054 | 1981257.8798 | -266963.3744 |
Total P&L (%) | 498.2284 | 303.2693 | 194.9591 | 1714.2945 | 1981.2579 | -266.9634 |
Avg Daily Profit (%) | 0.2944 | 0.1792 | 0.1152 | 0.1714 | 0.1795 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72711 | -99294 | -70231 | -2286419 | -469400 | -2194638 |
Profit Factor | 1.7273 | 1.9546 | 1.5307 | 1.3135 | 2.0612 | 0.9259 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 46.2963 | 43.2099 | 49.3827 | 46.2963 | 43.2099 | 49.3827 |
Ratio Avg Win / Avg Loss | 2.0037 | 2.569 | 1.569 | 1.5237 | 2.7091 | 0.949 |
Largest Winning Trade | 95914 | 95914 | 51891 | 951584 | 951584 | 817108 |
Largest Losing Trade | -29731 | -21952 | -29731 | -563905 | -267992 | -563905 |
Avg Bars in Trades | 123 | 121 | 125 | 123 | 121 | 125 |
Avg Bars in Winners | 176 | 175 | 177 | 176 | 175 | 177 |
Avg Bars in Losers | 78 | 80 | 76 | 78 | 80 | 76 |
Bars Traded | 20065 | 9867 | 10198 | 20065 | 9867 | 10198 |
Profit Streak | 0 | 43.8646 | 0 | 0 | 43.8646 | 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 | 399982 | -2888 | -48783 | 305255 | -2263 | -592976 |
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{ "first_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 168, "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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