Strategy Performance Statistics
TrendFollowing_PullbackToSMA
Total Trades
112
Win Rate
33.9%
Total P&L
($1,086.40)
Avg Return
($9.70)
Profit Factor
0.51
Sharpe Ratio
-0.22
DipBounce_v1
Total Trades
435
Win Rate
40.9%
Total P&L
($2,595.20)
Avg Return
($5.97)
Profit Factor
0.59
Sharpe Ratio
-0.14
Spike_v1
Total Trades
877
Win Rate
42.1%
Total P&L
($2,946.39)
Avg Return
($3.36)
Profit Factor
0.78
Sharpe Ratio
-0.11
Detailed Statistics
| Strategy | Trades | Wins | Losses | Win Rate | Total P&L | Avg Return | Avg Win | Avg Loss | Max Win | Max Loss | Profit Factor | Avg Hold | Max Drawdown | Sharpe |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TrendFollowing_PullbackToSMA | 112 | 38 | 73 | 33.9% | ($1,086.40) | ($9.70) | $10.38 | ($20.29) | $49.02 | ($338.33) | 0.51 | 0s | $1,156.17 | -0.22 |
| DipBounce_v1 | 435 | 178 | 251 | 40.9% | ($2,595.20) | ($5.97) | $10.41 | ($17.72) | $65.88 | ($427.95) | 0.59 | 0s | $2,615.91 | -0.14 |
| Spike_v1 | 877 | 369 | 495 | 42.1% | ($2,946.39) | ($3.36) | $11.24 | ($14.33) | $404.89 | ($261.04) | 0.78 | 0s | $3,071.66 | -0.11 |