Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975761.6259 | 886981.3963 | 88780.2296 | 5047205.739 | 4130080.4728 | 917125.2662 |
Total P&L (%) | 975.7616 | 886.9814 | 88.7802 | 5047.2057 | 4130.0805 | 917.1253 |
Avg Daily Profit (%) | 0.5382 | 0.4892 | 0.049 | 0.2176 | 0.2068 | 0.128 |
Buy And Hold Return (%) | 371.7666 | 371.7666 | 371.7666 | 371.7666 | 371.7666 | 371.7666 |
Max Trade Drawdown | -85793 | -79328 | -62317 | -10314025 | -8678383 | -4161933 |
Profit Factor | 1.6848 | 2.2319 | 1.1259 | 1.0769 | 1.1206 | 1.0292 |
Total Trades | 780 | 390 | 390 | 780 | 390 | 390 |
Winning Trades | 295 | 144 | 151 | 295 | 144 | 151 |
Losing Trades | 485 | 246 | 239 | 485 | 246 | 239 |
Profitability (%) | 37.8205 | 36.9231 | 38.7179 | 37.8205 | 36.9231 | 38.7179 |
Ratio Avg Win / Avg Loss | 2.7699 | 3.8128 | 1.7821 | 1.7705 | 1.9144 | 1.629 |
Largest Winning Trade | 296112 | 296112 | 51521 | 5416874 | 5416874 | 2677017 |
Largest Losing Trade | -17387 | -14325 | -17387 | -1485191 | -1485191 | -1313966 |
Avg Bars in Trades | 27 | 26 | 29 | 27 | 26 | 29 |
Avg Bars in Winners | 51 | 49 | 53 | 51 | 49 | 53 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 21703 | 10313 | 11390 | 21703 | 10313 | 11390 |
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 | 370469 | 256187 | -376802 | -127020 | -81944 | -215385 |
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{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 3, "na": 0.44671, "nb": 0.98779, "nc": 0.1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 248, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 3, "na": 0.44671, "nb": 0.98779, "nc": 0.1 } } }
# | 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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