Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770549.3389 | 727499.8548 | 43049.4841 | 1476698.5761 | 1350831.477 | 125867.0991 |
Total P&L (%) | 770.5493 | 727.4999 | 43.0495 | 1476.6986 | 1350.8315 | 125.8671 |
Avg Daily Profit (%) | 0.4179 | 0.3946 | 0.0233 | 0.1497 | 0.1452 | 0.0442 |
Buy And Hold Return (%) | 86.9011 | 86.9011 | 86.9011 | 86.9011 | 86.9011 | 86.9011 |
Max Trade Drawdown | -92869 | -74633 | -56007 | -903625 | -480622 | -706549 |
Profit Factor | 2.5548 | 4.4542 | 1.1511 | 1.3705 | 1.7906 | 1.0553 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Profitability (%) | 43.1579 | 45.8333 | 40.4255 | 43.1579 | 45.8333 | 40.4255 |
Ratio Avg Win / Avg Loss | 3.3649 | 5.264 | 1.6963 | 1.8051 | 2.1162 | 1.5552 |
Largest Winning Trade | 507664 | 507664 | 57228 | 714572 | 474460 | 714572 |
Largest Losing Trade | -47307 | -23855 | -47307 | -497944 | -240465 | -497944 |
Avg Bars in Trades | 73 | 72 | 75 | 73 | 72 | 75 |
Avg Bars in Winners | 124 | 108 | 142 | 124 | 108 | 142 |
Avg Bars in Losers | 35 | 41 | 30 | 35 | 41 | 30 |
Bars Traded | 7024 | 3459 | 3565 | 7024 | 3459 | 3565 |
Profit Streak | 0 | 0 | 43.0509 | 0 | 0 | 43.0509 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445095 | 560297 | -383782 | 231149 | 109498 | -321844 |
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{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 19, "offset": 0 } } }
# | 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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