Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094520.331 | 973092.1485 | 121428.1825 | 9971230.6269 | 14156723.4328 | -4185492.8059 |
Total P&L (%) | 1094.5203 | 973.0921 | 121.4282 | 9971.2306 | 14156.7234 | -4185.4928 |
Avg Daily Profit (%) | 0.6036 | 0.5367 | 0.067 | 0.2547 | 0.2739 | 0 |
Buy And Hold Return (%) | 341.9286 | 341.9286 | 341.9286 | 341.9286 | 341.9286 | 341.9286 |
Max Trade Drawdown | -82655 | -63903 | -74463 | -18278384 | -12606942 | -9695503 |
Profit Factor | 2.1529 | 3.0731 | 1.253 | 1.1293 | 1.3754 | 0.8938 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 44.0367 | 42.2018 | 45.8716 | 44.0367 | 42.2018 | 45.8716 |
Ratio Avg Win / Avg Loss | 2.736 | 4.2088 | 1.4785 | 1.4351 | 1.8836 | 1.0547 |
Largest Winning Trade | 325281 | 325281 | 58691 | 8693436 | 8693436 | 5014611 |
Largest Losing Trade | -27749 | -18653 | -27749 | -5067912 | -3196877 | -5067912 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 50 | 52 | 49 | 50 | 52 | 49 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 7178 | 3555 | 3623 | 7178 | 3555 | 3623 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413007 | 368691 | -271367 | -71000 | 253014 | -580980 |
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{ "first_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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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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