Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951713.6329 | 557014.5636 | 394699.0692 | 33459137.8925 | 8518428.0711 | 24940709.8214 |
Total P&L (%) | 951.7136 | 557.0146 | 394.6991 | 33459.1379 | 8518.4281 | 24940.7098 |
Avg Daily Profit (%) | 0.5264 | 0.3081 | 0.2183 | 0.3222 | 0.2468 | 0.3059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49243 | -80994 | -38752 | -13109231 | -19424796 | -8720246 |
Profit Factor | 2.3435 | 2.4194 | 2.2493 | 1.3073 | 1.1477 | 1.487 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 91 | 41 | 50 | 91 | 41 | 50 |
Losing Trades | 153 | 81 | 72 | 153 | 81 | 72 |
Profitability (%) | 37.2951 | 33.6066 | 40.9836 | 37.2951 | 33.6066 | 40.9836 |
Ratio Avg Win / Avg Loss | 3.9402 | 4.7798 | 3.239 | 2.1979 | 2.2674 | 2.1413 |
Largest Winning Trade | 310005 | 310005 | 52293 | 13419596 | 13419596 | 9772800 |
Largest Losing Trade | -21591 | -17546 | -21591 | -5757506 | -4429974 | -5757506 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 36 | 37 | 35 | 36 | 37 | 35 |
Avg Bars in Losers | 12 | 15 | 9 | 12 | 15 | 9 |
Bars Traded | 5250 | 2791 | 2459 | 5250 | 2791 | 2459 |
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 | 428553 | 260766 | 309603 | 249666 | -54857 | 281605 |
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{ "first_band": { "type": "hma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 7, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 7, "offset": 0, "poles": 3 } } }
# | 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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