Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305839.5181 | 260187.4624 | 45652.0557 | 402520.6999 | 424452.4747 | -21931.7749 |
Total P&L (%) | 305.8395 | 260.1875 | 45.6521 | 402.5207 | 424.4525 | -21.9318 |
Avg Daily Profit (%) | 0.5872 | 0.4996 | 0.0877 | 0.3105 | 0.3187 | -0.0475 |
Buy And Hold Return (%) | 72.7256 | 72.7256 | 72.7256 | 72.7256 | 72.7256 | 72.7256 |
Max Trade Drawdown | -41112 | -34325 | -41642 | -229189 | -192492 | -173776 |
Profit Factor | 2.2314 | 2.9204 | 1.4044 | 1.3779 | 1.7866 | 0.9583 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 47.9452 | 40.5405 | 55.5556 | 47.9452 | 40.5405 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.4227 | 4.2833 | 1.1236 | 1.496 | 2.6204 | 0.7666 |
Largest Winning Trade | 187385 | 187385 | 37059 | 250064 | 250064 | 161729 |
Largest Losing Trade | -21483 | -12989 | -21483 | -104203 | -66012 | -104203 |
Avg Bars in Trades | 334 | 273 | 396 | 334 | 273 | 396 |
Avg Bars in Winners | 494 | 439 | 536 | 494 | 439 | 536 |
Avg Bars in Losers | 186 | 160 | 223 | 186 | 160 | 223 |
Bars Traded | 24419 | 10128 | 14291 | 24419 | 10128 | 14291 |
Profit Streak | 20.4484 | 20.4484 | 22.7401 | 20.4484 | 20.4484 | 22.7401 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63447 | 340997 | -240294 | -68437 | 272161 | -580081 |
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{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 199, "poles": 3 } }, "second_band": { "type": "dema", "factors": { "length": 199, "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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