Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2597012.1425 | 2481886.6503 | 115125.4923 | 107120492.9273 | 95193445.16 | 11927047.7673 |
Total P&L (%) | 2597.0121 | 2481.8867 | 115.1255 | 107120.4929 | 95193.4452 | 11927.0478 |
Avg Daily Profit (%) | 1.15 | 1.099 | 0.051 | 0.3094 | 0.3042 | 0.2123 |
Buy And Hold Return (%) | 6501.8353 | 6501.8353 | 6501.8353 | 6501.8353 | 6501.8353 | 6501.8353 |
Max Trade Drawdown | -108212 | -93200 | -59441 | -36610485 | -23744018 | -23420342 |
Profit Factor | 7.2772 | 12.832 | 1.5645 | 1.9292 | 2.7547 | 1.1954 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 45.7447 | 48.9362 | 42.5532 | 45.7447 | 48.9362 | 42.5532 |
Ratio Avg Win / Avg Loss | 8.6311 | 13.3899 | 2.112 | 2.2881 | 2.8744 | 1.6138 |
Largest Winning Trade | 1645224 | 1645224 | 49041 | 80097296 | 80097296 | 35077047 |
Largest Losing Trade | -27769 | -27769 | -24351 | -21041483 | -14146360 | -21041483 |
Avg Bars in Trades | 69 | 66 | 73 | 69 | 66 | 73 |
Avg Bars in Winners | 108 | 103 | 115 | 108 | 103 | 115 |
Avg Bars in Losers | 37 | 32 | 41 | 37 | 32 | 41 |
Bars Traded | 6574 | 3140 | 3435 | 6574 | 3140 | 3435 |
Profit Streak | 32.5552 | 37.8886 | 32.5552 | 32.5552 | 37.8886 | 32.5552 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144187 | -143611 | -290076 | 440244 | 518312 | -6571 |
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{ "first_band": { "type": "ssf", "factors": { "length": 246, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.03976, "nc": 0.17628 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 246, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.03976, "nc": 0.17628 } } }
# | 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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