Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289352.2508 | 1297981.0529 | -8628.8021 | 613079.2361 | 766143.052 | -153063.816 |
Total P&L (%) | 1289.3523 | 1297.9811 | -8.6288 | 613.0792 | 766.1431 | -153.0638 |
Avg Daily Profit (%) | 0.5807 | 0.5845 | -0.0039 | 0.0885 | 0.0973 | 0 |
Buy And Hold Return (%) | 426.0429 | 426.0429 | 426.0429 | 426.0429 | 426.0429 | 426.0429 |
Max Trade Drawdown | -136378 | -105997 | -180268 | -2314666 | -2188455 | -1517667 |
Profit Factor | 1.6555 | 2.3648 | 0.9915 | 1.0271 | 1.0659 | 0.9861 |
Total Trades | 648 | 324 | 324 | 648 | 324 | 324 |
Winning Trades | 222 | 106 | 116 | 222 | 106 | 116 |
Losing Trades | 426 | 218 | 208 | 426 | 218 | 208 |
Profitability (%) | 34.2593 | 32.716 | 35.8025 | 34.2593 | 32.716 | 35.8025 |
Ratio Avg Win / Avg Loss | 3.1769 | 4.8635 | 1.7779 | 1.9709 | 2.1922 | 1.7682 |
Largest Winning Trade | 1034573 | 1034573 | 53919 | 2547072 | 2547072 | 709044 |
Largest Losing Trade | -20673 | -13255 | -20673 | -350917 | -288092 | -350917 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 8822 | 4331 | 4491 | 8822 | 4331 | 4491 |
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 | 319704 | 268342 | -582105 | -295642 | -223138 | -582105 |
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{ "first_band": { "type": "ssf", "factors": { "length": 11, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 15, "offset": 0 } } }
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# | 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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