Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387394.0296 | 431337.9159 | -43943.8863 | -48248.4639 | 91745.1839 | -139993.6478 |
Total P&L (%) | 387.394 | 431.3379 | -43.9439 | -48.2485 | 91.7452 | -139.9936 |
Avg Daily Profit (%) | 0.1711 | 0.1905 | -0.0194 | -0.0291 | 0.0288 | 0 |
Buy And Hold Return (%) | 57.7729 | 57.7729 | 57.7729 | 57.7729 | 57.7729 | 57.7729 |
Max Trade Drawdown | -211062 | -134988 | -321106 | -188723 | -96435 | -272968 |
Profit Factor | 1.1538 | 1.3742 | 0.9678 | 0.9712 | 1.1193 | 0.8451 |
Total Trades | 695 | 348 | 347 | 695 | 348 | 347 |
Winning Trades | 347 | 171 | 176 | 347 | 171 | 176 |
Losing Trades | 348 | 177 | 171 | 348 | 177 | 171 |
Profitability (%) | 49.9281 | 49.1379 | 50.7205 | 49.9281 | 49.1379 | 50.7205 |
Ratio Avg Win / Avg Loss | 1.1571 | 1.4224 | 0.9403 | 0.974 | 1.1586 | 0.8211 |
Largest Winning Trade | 99694 | 99694 | 37981 | 43993 | 43993 | 26449 |
Largest Losing Trade | -61744 | -32454 | -61744 | -67769 | -27021 | -67769 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 9047 | 4526 | 4521 | 9047 | 4526 | 4521 |
Profit Streak | 4.9844 | 8.2344 | 0 | 4.9844 | 8.2344 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39624 | 358430 | -579148 | -576194 | -251504 | -579148 |
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{ "first_band": { "type": "ssf", "factors": { "length": 8, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.90337 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 8, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.90337 } } }
# | 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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