Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293492.2487 | 148847.648 | 144644.6007 | 589162.6042 | 249956.3071 | 339206.2971 |
Total P&L (%) | 293.4922 | 148.8476 | 144.6446 | 589.1626 | 249.9563 | 339.2063 |
Avg Daily Profit (%) | 0.3178 | 0.1612 | 0.1566 | 0.2092 | 0.1357 | 0.1604 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47312 | -53737 | -37317 | -296687 | -293827 | -142564 |
Profit Factor | 1.6179 | 1.592 | 1.647 | 1.3803 | 1.3067 | 1.4621 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 136 | 74 | 62 | 136 | 74 | 62 |
Profitability (%) | 37.3272 | 31.4815 | 43.1193 | 37.3272 | 31.4815 | 43.1193 |
Ratio Avg Win / Avg Loss | 2.7165 | 3.465 | 2.1726 | 2.3176 | 2.8439 | 1.9287 |
Largest Winning Trade | 101507 | 101507 | 33032 | 268114 | 268114 | 145986 |
Largest Losing Trade | -15752 | -15752 | -12104 | -83954 | -83954 | -61992 |
Avg Bars in Trades | 25 | 22 | 27 | 25 | 22 | 27 |
Avg Bars in Winners | 49 | 50 | 49 | 49 | 50 | 49 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5460 | 2419 | 3041 | 5460 | 2419 | 3041 |
Profit Streak | 12.7147 | 0 | 14.0481 | 12.7147 | 0 | 14.0481 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316392 | 110812 | 298916 | 248415 | -17785 | 266461 |
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{ "first_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.58776, "nb": 0.08926, "nc": 0.83189 } } }
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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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