Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203344.3118 | 52067.2921 | 151277.0197 | 118331.2936 | 5905.3058 | 112425.9878 |
Total P&L (%) | 203.3443 | 52.0673 | 151.277 | 118.3313 | 5.9053 | 112.426 |
Avg Daily Profit (%) | 0.1983 | 0.0508 | 0.1475 | 0.0762 | 0.0056 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67863 | -81549 | -67049 | -113188 | -108556 | -77729 |
Profit Factor | 1.7594 | 1.3206 | 2.4359 | 1.3819 | 1.0324 | 1.8816 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 82.1429 | 80 | 84.2857 | 82.1429 | 80 | 84.2857 |
Ratio Avg Win / Avg Loss | 0.3825 | 0.3302 | 0.4541 | 0.3004 | 0.2581 | 0.3508 |
Largest Winning Trade | 28455 | 28455 | 21782 | 23057 | 19911 | 23057 |
Largest Losing Trade | -67049 | -54124 | -67049 | -81621 | -81621 | -77729 |
Avg Bars in Trades | 19 | 28 | 11 | 19 | 28 | 11 |
Avg Bars in Winners | 5 | 7 | 3 | 5 | 7 | 3 |
Avg Bars in Losers | 88 | 113 | 55 | 88 | 113 | 55 |
Bars Traded | 2797 | 1992 | 806 | 2797 | 1992 | 806 |
Profit Streak | 17.3711 | 33.0377 | 17.3711 | 17.3711 | 33.0377 | 17.3711 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513200 | -216314 | -83251 | -86219 | -626259 | -183030 |
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{ "first_band": { "type": "ssf", "factors": { "length": 2, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 190, "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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