Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469046.2996 | 1371109.2434 | 97937.0562 | 8261924.0777 | 6497732.9209 | 1764191.1568 |
Total P&L (%) | 1469.0463 | 1371.1092 | 97.9371 | 8261.9241 | 6497.7329 | 1764.1912 |
Avg Daily Profit (%) | 0.806 | 0.7523 | 0.0537 | 0.2431 | 0.2301 | 0.1606 |
Buy And Hold Return (%) | 571.1341 | 571.1341 | 571.1341 | 571.1341 | 571.1341 | 571.1341 |
Max Trade Drawdown | -100589 | -77931 | -58847 | -18738920 | -16200500 | -8422355 |
Profit Factor | 2.7137 | 4.0501 | 1.2402 | 1.1355 | 1.1901 | 1.0659 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 176 | 87 | 89 | 176 | 87 | 89 |
Profitability (%) | 34.3284 | 35.0746 | 33.5821 | 34.3284 | 35.0746 | 33.5821 |
Ratio Avg Win / Avg Loss | 5.1913 | 7.497 | 2.4528 | 2.1723 | 2.2029 | 2.108 |
Largest Winning Trade | 791307 | 791307 | 76538 | 11415761 | 11415761 | 5543417 |
Largest Losing Trade | -31403 | -31403 | -15851 | -3792886 | -3792886 | -1952978 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 44 | 40 | 48 | 44 | 40 | 48 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 5343 | 2512 | 2831 | 5343 | 2512 | 2831 |
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 | 375926 | 356874 | -292416 | -66375 | -7750 | -148617 |
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{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38492, "nb": 0.48267, "nc": 0.41252 } } }
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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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