Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091624.9224 | 943426.3824 | 148198.54 | 16917379.6409 | 12905526.4759 | 4011853.165 |
Total P&L (%) | 1091.6249 | 943.4264 | 148.1985 | 16917.3796 | 12905.5265 | 4011.8532 |
Avg Daily Profit (%) | 0.6017 | 0.52 | 0.0817 | 0.2835 | 0.2687 | 0.205 |
Buy And Hold Return (%) | 433.241 | 433.241 | 433.241 | 433.241 | 433.241 | 433.241 |
Max Trade Drawdown | -71522 | -81964 | -52650 | -9018626 | -8276384 | -6390329 |
Profit Factor | 2.5827 | 3.6017 | 1.4531 | 1.2962 | 1.4314 | 1.1475 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 45.0704 | 39.4366 | 50.7042 | 45.0704 | 39.4366 | 50.7042 |
Ratio Avg Win / Avg Loss | 3.1477 | 5.5312 | 1.4127 | 1.5797 | 2.1982 | 1.1156 |
Largest Winning Trade | 283722 | 283722 | 63951 | 7813275 | 7813275 | 4793770 |
Largest Losing Trade | -34341 | -24746 | -34341 | -3254939 | -3039972 | -3254939 |
Avg Bars in Trades | 37 | 36 | 39 | 37 | 36 | 39 |
Avg Bars in Winners | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 5366 | 2556 | 2811 | 5366 | 2556 | 2811 |
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 | 407387 | -79228 | -335522 | 301754 | -80443 | -137092 |
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{ "first_band": { "type": "ssf", "factors": { "length": 101, "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": 101, "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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