Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233048.0378 | 228769.2871 | 4278.7507 | -29833.5874 | 133406.0572 | -163239.6446 |
Total P&L (%) | 233.048 | 228.7693 | 4.2788 | -29.8336 | 133.4061 | -163.2396 |
Avg Daily Profit (%) | 0.1888 | 0.1853 | 0.0035 | -0.0287 | 0.0687 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185420 | -83542 | -134702 | -621239 | -281259 | -454148 |
Profit Factor | 1.1504 | 1.3206 | 1.0051 | 0.9925 | 1.0714 | 0.9231 |
Total Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Winning Trades | 207 | 98 | 109 | 207 | 98 | 109 |
Losing Trades | 196 | 103 | 93 | 196 | 103 | 93 |
Profitability (%) | 51.3648 | 48.7562 | 53.9604 | 51.3648 | 48.7562 | 53.9604 |
Ratio Avg Win / Avg Loss | 1.0893 | 1.388 | 0.8576 | 0.9398 | 1.1261 | 0.7876 |
Largest Winning Trade | 76378 | 76378 | 41082 | 96894 | 96894 | 80911 |
Largest Losing Trade | -42396 | -28467 | -42396 | -131300 | -131300 | -125368 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 4920 | 2452 | 2468 | 4920 | 2452 | 2468 |
Profit Streak | 16.2803 | 19.2803 | 16.2803 | 16.2803 | 19.2803 | 16.2803 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43462 | 326217 | -568164 | -576679 | -241842 | -578415 |
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{ "first_band": { "type": "ssf", "factors": { "length": 37, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.27757, "nb": 0.1, "nc": 0.83646 } } }
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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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