Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191997.911 | 51712.236 | 140285.6749 | 31802.4744 | -42917.581 | 74720.0554 |
Total P&L (%) | 191.9979 | 51.7122 | 140.2857 | 31.8025 | -42.9176 | 74.7201 |
Avg Daily Profit (%) | 0.184 | 0.0495 | 0.1344 | 0.0265 | -0.0537 | 0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205198 | -170736 | -97923 | -659990 | -378241 | -405281 |
Profit Factor | 1.2385 | 1.1173 | 1.3851 | 1.0148 | 0.9616 | 1.0728 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 51.1905 | 50 | 52.381 | 51.1905 | 50 | 52.381 |
Ratio Avg Win / Avg Loss | 1.1809 | 1.1173 | 1.2592 | 0.9676 | 0.9616 | 0.9752 |
Largest Winning Trade | 74940 | 74940 | 31295 | 99705 | 99392 | 99705 |
Largest Losing Trade | -31954 | -31920 | -31954 | -159488 | -159488 | -141280 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3013 | 1504 | 1509 | 3013 | 1504 | 1509 |
Profit Streak | 48.9262 | 54.9262 | 48.9262 | 48.9262 | 54.9262 | 48.9262 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364758 | -218039 | -11238 | -363421 | -579363 | -261911 |
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{ "first_band": { "type": "ssf", "factors": { "length": 159, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 50, "na": 0.2, "nb": 0.05773, "nc": 0.69539 } } }
# | 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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