Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226174.1577 | 1163517.8718 | 62656.2858 | 4127259.4351 | 4008674.6561 | 118584.779 |
Total P&L (%) | 1226.1742 | 1163.5179 | 62.6563 | 4127.2594 | 4008.6747 | 118.5848 |
Avg Daily Profit (%) | 0.676 | 0.6414 | 0.0345 | 0.2066 | 0.205 | 0.0431 |
Buy And Hold Return (%) | 581.6509 | 581.6509 | 581.6509 | 581.6509 | 581.6509 | 581.6509 |
Max Trade Drawdown | -88650 | -61203 | -72305 | -6936750 | -4762228 | -3836496 |
Profit Factor | 3.3443 | 5.9744 | 1.2167 | 1.2095 | 1.4545 | 1.0109 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 43.2099 | 40 | 46.3415 | 43.2099 | 40 | 46.3415 |
Ratio Avg Win / Avg Loss | 4.3953 | 8.9616 | 1.4088 | 1.5896 | 2.1817 | 1.1705 |
Largest Winning Trade | 692241 | 692241 | 76677 | 4605039 | 4605039 | 2659633 |
Largest Losing Trade | -38288 | -25085 | -38288 | -1406549 | -1308036 | -1406549 |
Avg Bars in Trades | 65 | 62 | 68 | 65 | 62 | 68 |
Avg Bars in Winners | 99 | 95 | 103 | 99 | 95 | 103 |
Avg Bars in Losers | 39 | 40 | 37 | 39 | 40 | 37 |
Bars Traded | 5306 | 2503 | 2802 | 5306 | 2503 | 2802 |
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 | -6586 | 344622 | -314343 | -10182 | 226329 | -511020 |
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 2 } }, "second_band": { "type": "hma", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 2 } }, "second_band": { "type": "hma", "factors": { "length": 80, "offset": 0 } } }
# | 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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