Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152832.6869 | 1115196.5267 | 37636.1602 | 1553670.4351 | 2545882.5591 | -992212.1239 |
Total P&L (%) | 1152.8327 | 1115.1965 | 37.6362 | 1553.6704 | 2545.8826 | -992.2121 |
Avg Daily Profit (%) | 0.6354 | 0.6147 | 0.0207 | 0.1548 | 0.1807 | 0 |
Buy And Hold Return (%) | 622.7774 | 622.7774 | 622.7774 | 622.7774 | 622.7774 | 622.7774 |
Max Trade Drawdown | -95381 | -66925 | -76947 | -3534048 | -1449223 | -2989821 |
Profit Factor | 2.6853 | 4.4991 | 1.103 | 1.0961 | 1.3921 | 0.8975 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 53.2468 | 53.2468 | 53.2468 | 53.2468 | 53.2468 | 53.2468 |
Ratio Avg Win / Avg Loss | 2.3579 | 3.9505 | 0.9685 | 0.9624 | 1.2223 | 0.788 |
Largest Winning Trade | 518245 | 518245 | 59562 | 3002560 | 3002560 | 1598325 |
Largest Losing Trade | -61768 | -61768 | -40174 | -1372256 | -933314 | -1372256 |
Avg Bars in Trades | 44 | 39 | 48 | 44 | 39 | 48 |
Avg Bars in Winners | 61 | 48 | 74 | 61 | 48 | 74 |
Avg Bars in Losers | 24 | 30 | 19 | 24 | 30 | 19 |
Bars Traded | 6830 | 3070 | 3761 | 6830 | 3070 | 3761 |
Profit Streak | 48.6154 | 0 | 51.3654 | 48.6154 | 0 | 51.3654 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388466 | -30811 | -480770 | -110656 | -35161 | -621751 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 229, "na": 0.55551, "nb": 0.1, "nc": 0.98283 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 2 } } }
# | 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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