Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1299200.3324 | 1248095.0067 | 51105.3256 | 2156691.537 | 3537189.6104 | -1380498.0734 |
Total P&L (%) | 1299.2003 | 1248.095 | 51.1053 | 2156.6915 | 3537.1896 | -1380.4981 |
Avg Daily Profit (%) | 0.7156 | 0.6875 | 0.0281 | 0.1718 | 0.1981 | 0 |
Buy And Hold Return (%) | 402.6093 | 402.6093 | 402.6093 | 402.6093 | 402.6093 | 402.6093 |
Max Trade Drawdown | -113147 | -98638 | -89616 | -6358392 | -4096284 | -4059013 |
Profit Factor | 2.6423 | 4.2545 | 1.1254 | 1.1178 | 1.4093 | 0.8572 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 34.4595 | 31.0811 | 37.8378 | 34.4595 | 31.0811 | 37.8378 |
Ratio Avg Win / Avg Loss | 5.0256 | 9.4339 | 1.8489 | 2.126 | 3.1249 | 1.4083 |
Largest Winning Trade | 751625 | 751625 | 69678 | 3075675 | 3075675 | 1312108 |
Largest Losing Trade | -50421 | -24452 | -50421 | -2257772 | -897375 | -2257772 |
Avg Bars in Trades | 48 | 47 | 50 | 48 | 47 | 50 |
Avg Bars in Winners | 97 | 100 | 95 | 97 | 100 | 95 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 7214 | 3496 | 3718 | 7214 | 3496 | 3718 |
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 | 321232 | -55385 | -471730 | -88806 | -61930 | -648299 |
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.21477, "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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