Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176177.6114 | 98721.9459 | 77455.6656 | 245792.7474 | 151974.7151 | 93818.0323 |
Total P&L (%) | 176.1776 | 98.7219 | 77.4557 | 245.7927 | 151.9747 | 93.818 |
Avg Daily Profit (%) | 2.0295 | 1.1372 | 0.8922 | 1.4394 | 1.0703 | 0.7652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81172 | -44137 | -40014 | -146956 | -71444 | -79225 |
Profit Factor | 1.7235 | 1.7644 | 1.6773 | 1.6484 | 1.796 | 1.4987 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Profitability (%) | 44.0415 | 38.1443 | 50 | 44.0415 | 38.1443 | 50 |
Ratio Avg Win / Avg Loss | 2.1898 | 2.8612 | 1.6773 | 2.0945 | 2.9124 | 1.4987 |
Largest Winning Trade | 58288 | 58266 | 58288 | 127305 | 127305 | 80456 |
Largest Losing Trade | -16871 | -7107 | -16871 | -43500 | -13816 | -43500 |
Avg Bars in Trades | 128 | 112 | 145 | 128 | 112 | 145 |
Avg Bars in Winners | 161 | 125 | 188 | 161 | 125 | 188 |
Avg Bars in Losers | 103 | 104 | 102 | 103 | 104 | 102 |
Bars Traded | 24877 | 10891 | 13986 | 24877 | 10891 | 13986 |
Profit Streak | 0.3359 | 0.3359 | 0.4956 | 0.3359 | 0.3359 | 0.4956 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381296 | 213348 | 371115 | 357643 | 213452 | 289864 |
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{ "first_band": { "type": "rma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 2 } } }
# | 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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