Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102086.312 | 1102257.9965 | -171.6844 | 1014894.7148 | 2702860.0661 | -1687965.3513 |
Total P&L (%) | 1102.0863 | 1102.258 | -0.1717 | 1014.8947 | 2702.8601 | -1687.9654 |
Avg Daily Profit (%) | 0.6055 | 0.6056 | -0.0001 | 0.1326 | 0.1833 | 0 |
Buy And Hold Return (%) | 417.346 | 417.346 | 417.346 | 417.346 | 417.346 | 417.346 |
Max Trade Drawdown | -132204 | -66783 | -81882 | -4655814 | -2476082 | -2525488 |
Profit Factor | 3.069 | 5.2261 | 0.9994 | 1.0897 | 1.4805 | 0.7036 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 35.2941 | 32.3529 | 38.2353 | 35.2941 | 32.3529 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.6264 | 10.9273 | 1.6144 | 1.9977 | 3.0957 | 1.1366 |
Largest Winning Trade | 625136 | 625136 | 74465 | 4016148 | 4016148 | 795353 |
Largest Losing Trade | -29655 | -29655 | -28904 | -880035 | -880035 | -809324 |
Avg Bars in Trades | 50 | 46 | 55 | 50 | 46 | 55 |
Avg Bars in Winners | 99 | 91 | 107 | 99 | 91 | 107 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 3464 | 1575 | 1889 | 3464 | 1575 | 1889 |
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 | -105559 | 329594 | -582592 | -259920 | 106711 | -583703 |
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{ "first_band": { "type": "ssf", "factors": { "length": 231, "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": 231, "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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