Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1235124.972 | 1179115.5601 | 56009.4118 | 3595131.1047 | 4194075.0689 | -598943.9642 |
Total P&L (%) | 1235.125 | 1179.1156 | 56.0094 | 3595.1311 | 4194.0751 | -598.944 |
Avg Daily Profit (%) | 0.6778 | 0.6471 | 0.0307 | 0.1983 | 0.2065 | 0 |
Buy And Hold Return (%) | 469.5314 | 469.5314 | 469.5314 | 469.5314 | 469.5314 | 469.5314 |
Max Trade Drawdown | -103044 | -48515 | -89788 | -5483921 | -2901295 | -3778222 |
Profit Factor | 2.2248 | 3.6014 | 1.1009 | 1.1259 | 1.2941 | 0.9581 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Profitability (%) | 42.5325 | 42.8571 | 42.2078 | 42.5325 | 42.8571 | 42.2078 |
Ratio Avg Win / Avg Loss | 3.006 | 4.8019 | 1.5074 | 1.5213 | 1.7254 | 1.3118 |
Largest Winning Trade | 612250 | 612250 | 75354 | 4299429 | 4299429 | 2116613 |
Largest Losing Trade | -25874 | -22735 | -25874 | -1933692 | -979930 | -1933692 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Losers | 13 | 12 | 13 | 13 | 12 | 13 |
Bars Traded | 7232 | 3439 | 3793 | 7232 | 3439 | 3793 |
Profit Streak | 19.4091 | 19.4091 | 21.9091 | 19.4091 | 19.4091 | 21.9091 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481384 | 482111 | -427501 | -72411 | 272224 | -580565 |
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.23181, "nb": 0.38511, "nc": 0.29745 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.23181, "nb": 0.38511, "nc": 0.29745 } } }
# | 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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