Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1285226.7622 | 1242802.3901 | 42424.3721 | 2124861.1824 | 2573030.8293 | -448169.6469 |
Total P&L (%) | 1285.2268 | 1242.8024 | 42.4244 | 2124.8612 | 2573.0308 | -448.1696 |
Avg Daily Profit (%) | 0.7088 | 0.6854 | 0.0234 | 0.1712 | 0.1814 | 0 |
Buy And Hold Return (%) | 501.3459 | 501.3459 | 501.3459 | 501.3459 | 501.3459 | 501.3459 |
Max Trade Drawdown | -107550 | -72880 | -78157 | -4397420 | -2510032 | -2305294 |
Profit Factor | 3.3782 | 5.708 | 1.1535 | 1.2243 | 1.5918 | 0.9125 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 42.6471 | 44.1176 | 41.1765 | 42.6471 | 44.1176 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.5431 | 7.2301 | 1.6478 | 1.6465 | 2.0162 | 1.3036 |
Largest Winning Trade | 691002 | 691002 | 73845 | 2792342 | 2792342 | 1118044 |
Largest Losing Trade | -37323 | -27031 | -37323 | -957127 | -957127 | -841478 |
Avg Bars in Trades | 78 | 75 | 81 | 78 | 75 | 81 |
Avg Bars in Winners | 129 | 112 | 147 | 129 | 112 | 147 |
Avg Bars in Losers | 40 | 46 | 34 | 40 | 46 | 34 |
Bars Traded | 5333 | 2565 | 2768 | 5333 | 2565 | 2768 |
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 | -101290 | 521983 | -381443 | -110123 | 263030 | -582559 |
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{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 2 } }, "second_band": { "type": "hma", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 2 } }, "second_band": { "type": "hma", "factors": { "length": 72, "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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