Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133221.0364 | 73983.6561 | 59237.3803 | 202249.6448 | 122679.1124 | 79570.5324 |
Total P&L (%) | 133.221 | 73.9837 | 59.2374 | 202.2496 | 122.6791 | 79.5705 |
Avg Daily Profit (%) | 0.959 | 0.5326 | 0.4264 | 0.7994 | 0.578 | 0.4223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71175 | -20307 | -53679 | -131067 | -37053 | -98507 |
Profit Factor | 1.4077 | 1.4995 | 1.3317 | 1.3844 | 1.5194 | 1.2744 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Profitability (%) | 43.7276 | 43.1655 | 44.2857 | 43.7276 | 43.1655 | 44.2857 |
Ratio Avg Win / Avg Loss | 1.8116 | 1.9743 | 1.6753 | 1.7815 | 2.0005 | 1.6033 |
Largest Winning Trade | 23059 | 23059 | 13974 | 43579 | 43579 | 23781 |
Largest Losing Trade | -14926 | -10083 | -14926 | -24712 | -14636 | -24712 |
Avg Bars in Trades | 46 | 45 | 47 | 46 | 45 | 47 |
Avg Bars in Winners | 68 | 68 | 69 | 68 | 68 | 69 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 13066 | 6349 | 6717 | 13066 | 6349 | 6717 |
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 | 431261 | 297099 | 217465 | 420981 | 315450 | 229428 |
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{ "first_band": { "type": "hma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 0, "poles": 2 } } }
# | 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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