Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821832.3827 | 694077.1533 | 127755.2295 | 1646740.3637 | 2062955.9419 | -416215.5782 |
Total P&L (%) | 821.8324 | 694.0772 | 127.7552 | 1646.7404 | 2062.9559 | -416.2156 |
Avg Daily Profit (%) | 0.3284 | 0.2774 | 0.0511 | 0.1144 | 0.1229 | 0 |
Buy And Hold Return (%) | 227.931 | 227.931 | 227.931 | 227.931 | 227.931 | 227.931 |
Max Trade Drawdown | -151157 | -74309 | -145271 | -1186365 | -138882 | -1208089 |
Profit Factor | 3.2009 | 4.8701 | 1.6583 | 1.7996 | 5.0537 | 0.7316 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Profitability (%) | 65.5738 | 53.3333 | 77.4194 | 65.5738 | 53.3333 | 77.4194 |
Ratio Avg Win / Avg Loss | 1.6805 | 4.2613 | 0.4837 | 0.9448 | 4.4219 | 0.2134 |
Largest Winning Trade | 375743 | 375743 | 36056 | 721794 | 721794 | 386354 |
Largest Losing Trade | -88437 | -34908 | -88437 | -1104837 | -95891 | -1104837 |
Avg Bars in Trades | 242 | 281 | 204 | 242 | 281 | 204 |
Avg Bars in Winners | 205 | 194 | 213 | 205 | 194 | 213 |
Avg Bars in Losers | 312 | 381 | 174 | 312 | 381 | 174 |
Bars Traded | 14799 | 8445 | 6354 | 14799 | 8445 | 6354 |
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 | -151300 | 493638 | -286638 | -203248 | -20284 | -577263 |
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{ "first_band": { "type": "ssf", "factors": { "length": 211, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 154, "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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