Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081916.1816 | 1142421.8216 | -60505.64 | 180793.9705 | 656390.7636 | -475596.793 |
Total P&L (%) | 1081.9162 | 1142.4218 | -60.5056 | 180.794 | 656.3908 | -475.5968 |
Avg Daily Profit (%) | 0.5947 | 0.628 | -0.0333 | 0.0568 | 0.1113 | 0 |
Buy And Hold Return (%) | 622.822 | 622.822 | 622.822 | 622.822 | 622.822 | 622.822 |
Max Trade Drawdown | -185251 | -103892 | -154832 | -565144 | -362982 | -510059 |
Profit Factor | 2.6317 | 4.68 | 0.8284 | 1.0951 | 1.8223 | 0.5686 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 40.625 | 43.75 | 37.5 | 40.625 | 43.75 | 37.5 |
Ratio Avg Win / Avg Loss | 3.8464 | 6.0172 | 1.3807 | 1.6006 | 2.343 | 0.9477 |
Largest Winning Trade | 656994 | 656994 | 74416 | 502711 | 502711 | 162069 |
Largest Losing Trade | -50311 | -44347 | -50311 | -163859 | -108372 | -163859 |
Avg Bars in Trades | 108 | 102 | 114 | 108 | 102 | 114 |
Avg Bars in Winners | 181 | 161 | 204 | 181 | 161 | 204 |
Avg Bars in Losers | 58 | 55 | 60 | 58 | 55 | 60 |
Bars Traded | 6937 | 3272 | 3665 | 6937 | 3272 | 3665 |
Profit Streak | 0 | 162.2115 | 0 | 0 | 162.2115 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139634 | 351540 | -584004 | -545102 | -191061 | -585671 |
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{ "first_band": { "type": "ssf", "factors": { "length": 167, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 167, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 135, "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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