Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539067.1978 | 460562.3565 | 78504.8413 | 321524.9351 | 462271.4121 | -140746.477 |
Total P&L (%) | 539.0672 | 460.5624 | 78.5048 | 321.5249 | 462.2714 | -140.7465 |
Avg Daily Profit (%) | 0.2864 | 0.2447 | 0.0417 | 0.0765 | 0.0918 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156927 | -82439 | -134861 | -333877 | -197038 | -274524 |
Profit Factor | 1.7398 | 2.3067 | 1.2087 | 1.2207 | 1.6867 | 0.8203 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 39.6825 | 34.9206 | 44.4444 | 39.6825 | 34.9206 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.6445 | 4.2988 | 1.5108 | 1.8555 | 3.1433 | 1.0254 |
Largest Winning Trade | 238771 | 238771 | 58387 | 296192 | 296192 | 110344 |
Largest Losing Trade | -29964 | -23870 | -29964 | -110852 | -77584 | -110852 |
Avg Bars in Trades | 58 | 51 | 65 | 58 | 51 | 65 |
Avg Bars in Winners | 111 | 104 | 116 | 111 | 104 | 116 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 7390 | 3261 | 4129 | 7390 | 3261 | 4129 |
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 | 302257 | -140427 | -285677 | -93820 | -220054 | -728229 |
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.10929 } } }
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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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