Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073180.5394 | 944678.133 | 128502.4063 | 11853690.6803 | 12105338.8138 | -251648.1335 |
Total P&L (%) | 1073.1805 | 944.6781 | 128.5024 | 11853.6907 | 12105.3388 | -251.6481 |
Avg Daily Profit (%) | 0.5898 | 0.5192 | 0.0706 | 0.2633 | 0.2644 | 0 |
Buy And Hold Return (%) | 399.3152 | 399.3152 | 399.3152 | 399.3152 | 399.3152 | 399.3152 |
Max Trade Drawdown | -100490 | -63650 | -95189 | -7349690 | -7325606 | -4882155 |
Profit Factor | 2.338 | 3.4448 | 1.3091 | 1.2638 | 1.5307 | 0.9886 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 40.625 | 37.5 | 43.75 | 40.625 | 37.5 | 43.75 |
Ratio Avg Win / Avg Loss | 3.417 | 5.7413 | 1.6832 | 1.8471 | 2.5512 | 1.2711 |
Largest Winning Trade | 271003 | 271003 | 68680 | 6861078 | 6861078 | 2792688 |
Largest Losing Trade | -50421 | -21980 | -50421 | -2541881 | -2371280 | -2541881 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3601 | 1754 | 1847 | 3601 | 1754 | 1847 |
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 | 362534 | 288807 | -265617 | 258825 | 227219 | -581562 |
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{ "first_band": { "type": "ssf", "factors": { "length": 56, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.47885, "nb": 0.10435, "nc": 0.46264 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 56, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.47885, "nb": 0.10435, "nc": 0.46264 } } }
# | 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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