Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592258.3626 | 551246.876 | 41011.4865 | 586078.8361 | 564989.0937 | 21089.7423 |
Total P&L (%) | 592.2584 | 551.2469 | 41.0115 | 586.0788 | 564.9891 | 21.0897 |
Avg Daily Profit (%) | 0.3214 | 0.2991 | 0.0223 | 0.1045 | 0.1029 | 0.0104 |
Buy And Hold Return (%) | 164.9166 | 164.9166 | 164.9166 | 164.9166 | 164.9166 | 164.9166 |
Max Trade Drawdown | -102059 | -91206 | -53769 | -272497 | -150478 | -166334 |
Profit Factor | 2.3109 | 3.4284 | 1.1824 | 1.5659 | 2.1021 | 1.0403 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 52.9412 | 55.8824 | 50 | 52.9412 | 55.8824 | 50 |
Ratio Avg Win / Avg Loss | 2.0541 | 2.7066 | 1.1824 | 1.3919 | 1.6595 | 1.0403 |
Largest Winning Trade | 429428 | 429428 | 58420 | 255163 | 255163 | 143783 |
Largest Losing Trade | -40580 | -34267 | -40580 | -135424 | -68872 | -135424 |
Avg Bars in Trades | 77 | 75 | 78 | 77 | 75 | 78 |
Avg Bars in Winners | 84 | 81 | 87 | 84 | 81 | 87 |
Avg Bars in Losers | 69 | 68 | 70 | 69 | 68 | 70 |
Bars Traded | 5260 | 2578 | 2682 | 5260 | 2578 | 2682 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102228 | 481689 | -348771 | -167019 | -53242 | -520925 |
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 84, "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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