Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262299.3073 | 279380.2788 | -17080.9714 | -44146.1888 | 168281.4508 | -212427.6395 |
Total P&L (%) | 262.2993 | 279.3803 | -17.081 | -44.1462 | 168.2815 | -212.4276 |
Avg Daily Profit (%) | 0.1411 | 0.1503 | -0.0092 | -0.0313 | 0.0531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185325 | -130644 | -234924 | -381413 | -126745 | -362326 |
Profit Factor | 1.1709 | 1.4069 | 0.9799 | 0.9703 | 1.2928 | 0.767 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 179 | 83 | 96 | 179 | 83 | 96 |
Losing Trades | 167 | 90 | 77 | 167 | 90 | 77 |
Profitability (%) | 51.7341 | 47.9769 | 55.4913 | 51.7341 | 47.9769 | 55.4913 |
Ratio Avg Win / Avg Loss | 1.0924 | 1.5256 | 0.7859 | 0.9053 | 1.4018 | 0.6152 |
Largest Winning Trade | 98678 | 98678 | 55113 | 81986 | 70119 | 81986 |
Largest Losing Trade | -40040 | -30099 | -40040 | -162495 | -36996 | -162495 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 21 | 21 | 22 | 21 | 21 | 22 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 7428 | 3645 | 3783 | 7428 | 3645 | 3783 |
Profit Streak | 5.8643 | 11.1143 | 0 | 5.8643 | 11.1143 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34251 | 342902 | -579437 | -577766 | -121495 | -579437 |
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{ "first_band": { "type": "ssf", "factors": { "length": 245, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.05234, "nb": 0.34601, "nc": 0.11733 } } }
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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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