Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450234.6687 | 1392644.1878 | 57590.481 | 3343269.269 | 4351615.7256 | -1008346.4566 |
Total P&L (%) | 1450.2347 | 1392.6442 | 57.5905 | 3343.2693 | 4351.6157 | -1008.3465 |
Avg Daily Profit (%) | 0.7958 | 0.7642 | 0.0316 | 0.1944 | 0.2085 | 0 |
Buy And Hold Return (%) | 567.6715 | 567.6715 | 567.6715 | 567.6715 | 567.6715 | 567.6715 |
Max Trade Drawdown | -122657 | -78714 | -80144 | -10948615 | -7464034 | -6308319 |
Profit Factor | 3.0226 | 5.0835 | 1.1532 | 1.1148 | 1.3112 | 0.9334 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 34.375 | 29.6875 | 39.0625 | 34.375 | 29.6875 | 39.0625 |
Ratio Avg Win / Avg Loss | 5.7704 | 12.0399 | 1.799 | 2.1282 | 3.1056 | 1.4561 |
Largest Winning Trade | 896800 | 896800 | 70033 | 6149336 | 6149336 | 4196970 |
Largest Losing Trade | -34171 | -20692 | -34171 | -1879793 | -1522277 | -1879793 |
Avg Bars in Trades | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Winners | 82 | 81 | 83 | 82 | 81 | 83 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 5324 | 2540 | 2784 | 5324 | 2540 | 2784 |
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 | 347755 | -131764 | -511079 | -91629 | -139239 | -722822 |
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{ "first_band": { "type": "ssf", "factors": { "length": 162, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 162, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "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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