Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186528.1424 | 1145243.5954 | 41284.547 | 2826834.4318 | 3004736.1526 | -177901.7208 |
Total P&L (%) | 1186.5281 | 1145.2436 | 41.2845 | 2826.8344 | 3004.7362 | -177.9017 |
Avg Daily Profit (%) | 0.653 | 0.6303 | 0.0227 | 0.186 | 0.1893 | 0 |
Buy And Hold Return (%) | 396.3678 | 396.3678 | 396.3678 | 396.3678 | 396.3678 | 396.3678 |
Max Trade Drawdown | -160903 | -73075 | -88331 | -1890211 | -701312 | -1707117 |
Profit Factor | 3.1486 | 5.4393 | 1.1403 | 1.4216 | 2.0945 | 0.9551 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 33.8462 | 32.3077 | 35.3846 | 33.8462 | 32.3077 | 35.3846 |
Ratio Avg Win / Avg Loss | 6.1541 | 11.3967 | 2.0823 | 2.7786 | 4.3884 | 1.744 |
Largest Winning Trade | 665219 | 665219 | 73530 | 2069010 | 2069010 | 793315 |
Largest Losing Trade | -33560 | -33560 | -33294 | -383045 | -204030 | -383045 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3433 | 1564 | 1869 | 3433 | 1564 | 1869 |
Profit Streak | 0 | 99.8338 | 0 | 0 | 99.8338 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329395 | -120581 | -530740 | 151070 | -125275 | -715364 |
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{ "first_band": { "type": "ssf", "factors": { "length": 216, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.32741, "nb": 0.75575, "nc": 0.29734 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 216, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.32741, "nb": 0.75575, "nc": 0.29734 } } }
# | 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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