Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100856.2753 | 949661.1104 | 151195.1649 | 18592875.1723 | 14183033.4323 | 4409841.74 |
Total P&L (%) | 1100.8563 | 949.6611 | 151.1952 | 18592.8752 | 14183.0334 | 4409.8417 |
Avg Daily Profit (%) | 0.6043 | 0.5213 | 0.083 | 0.2876 | 0.2727 | 0.2093 |
Buy And Hold Return (%) | 504.9373 | 504.9373 | 504.9373 | 504.9373 | 504.9373 | 504.9373 |
Max Trade Drawdown | -71522 | -81964 | -52650 | -9906581 | -9091260 | -7019507 |
Profit Factor | 2.6107 | 3.6647 | 1.4622 | 1.2964 | 1.4317 | 1.1476 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 45.0704 | 39.4366 | 50.7042 | 45.0704 | 39.4366 | 50.7042 |
Ratio Avg Win / Avg Loss | 3.1817 | 5.628 | 1.4216 | 1.5799 | 2.1987 | 1.1157 |
Largest Winning Trade | 283722 | 283722 | 63951 | 8582553 | 8582553 | 5265755 |
Largest Losing Trade | -34341 | -24746 | -34341 | -3575414 | -3339281 | -3575414 |
Avg Bars in Trades | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Winners | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 5372 | 2560 | 2812 | 5372 | 2560 | 2812 |
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 | 332756 | -81150 | -333711 | 303035 | -80406 | -136946 |
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{ "first_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 2 } }, "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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