Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943477.6327 | 971285.4991 | -27807.8665 | 457963.51 | 706721.9761 | -248758.4661 |
Total P&L (%) | 943.4776 | 971.2855 | -27.8079 | 457.9635 | 706.722 | -248.7585 |
Avg Daily Profit (%) | 0.5195 | 0.5348 | -0.0153 | 0.0947 | 0.115 | 0 |
Buy And Hold Return (%) | 400.0087 | 400.0087 | 400.0087 | 400.0087 | 400.0087 | 400.0087 |
Max Trade Drawdown | -208183 | -120013 | -172718 | -1817992 | -1213607 | -880740 |
Profit Factor | 1.6973 | 2.4146 | 0.9583 | 1.067 | 1.195 | 0.9224 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 188 | 91 | 97 | 188 | 91 | 97 |
Losing Trades | 278 | 142 | 136 | 278 | 142 | 136 |
Profitability (%) | 40.3433 | 39.0558 | 41.6309 | 40.3433 | 39.0558 | 41.6309 |
Ratio Avg Win / Avg Loss | 2.5098 | 3.7678 | 1.3436 | 1.5779 | 1.8647 | 1.2933 |
Largest Winning Trade | 661714 | 661714 | 70995 | 517244 | 517244 | 506088 |
Largest Losing Trade | -38612 | -38612 | -23641 | -458080 | -458080 | -173173 |
Avg Bars in Trades | 15 | 14 | 16 | 15 | 14 | 16 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 7173 | 3411 | 3762 | 7173 | 3411 | 3762 |
Profit Streak | 0 | 6.7982 | 0 | 0 | 6.7982 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303989 | 318121 | -581424 | -333965 | -55071 | -581424 |
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{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.65986, "nc": 0.38497 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 218, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.65986, "nc": 0.38497 } } }
# | 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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