Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1357110.1312 | 1372334.0648 | -15223.9336 | 630200.8005 | 1285958.9121 | -655758.1117 |
Total P&L (%) | 1357.1101 | 1372.3341 | -15.2239 | 630.2008 | 1285.9589 | -655.7581 |
Avg Daily Profit (%) | 0.7483 | 0.7567 | -0.0084 | 0.1097 | 0.1451 | 0 |
Buy And Hold Return (%) | 432.6299 | 432.6299 | 432.6299 | 432.6299 | 432.6299 | 432.6299 |
Max Trade Drawdown | -126632 | -122122 | -145321 | -2266582 | -1481054 | -1122724 |
Profit Factor | 2.6526 | 4.4338 | 0.9639 | 1.1185 | 1.4963 | 0.7596 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 36.3014 | 34.2466 | 38.3562 | 36.3014 | 34.2466 | 38.3562 |
Ratio Avg Win / Avg Loss | 4.6545 | 8.5129 | 1.5491 | 1.9626 | 2.8729 | 1.2208 |
Largest Winning Trade | 921288 | 921288 | 76667 | 1152697 | 1152697 | 638199 |
Largest Losing Trade | -59399 | -29122 | -59399 | -447889 | -422182 | -447889 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 68 | 65 | 71 | 68 | 65 | 71 |
Avg Bars in Losers | 18 | 19 | 17 | 18 | 19 | 17 |
Bars Traded | 5332 | 2560 | 2772 | 5332 | 2560 | 2772 |
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 | 354706 | -60867 | -654486 | -163874 | -77803 | -655597 |
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.17799, "nb": 0.20091, "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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