Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3346939.1303 | 3209680.0906 | 137259.0397 | 3231598.3629 | 449523.9411 | 2782074.4217 |
Total P&L (%) | 3346.9391 | 3209.6801 | 137.259 | 3231.5984 | 449.5239 | 2782.0744 |
Avg Daily Profit (%) | 1.4425 | 1.3834 | 0.0592 | 0.1512 | 0.0735 | 0.145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165372 | -88691 | -111328 | -21310783 | -13862700 | -10571159 |
Profit Factor | 4.8149 | 7.4163 | 1.364 | 1.0722 | 1.017 | 1.1526 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 38 | 12 | 26 | 38 | 12 | 26 |
Losing Trades | 87 | 51 | 36 | 87 | 51 | 36 |
Profitability (%) | 30.4 | 19.0476 | 41.9355 | 30.4 | 19.0476 | 41.9355 |
Ratio Avg Win / Avg Loss | 11.0236 | 31.5193 | 1.8886 | 2.4548 | 4.322 | 1.5959 |
Largest Winning Trade | 2833448 | 2833448 | 81343 | 8509920 | 8509920 | 5786058 |
Largest Losing Trade | -44742 | -37199 | -44742 | -4024522 | -4024522 | -2170742 |
Avg Bars in Trades | 107 | 93 | 121 | 107 | 93 | 121 |
Avg Bars in Winners | 240 | 297 | 213 | 240 | 297 | 213 |
Avg Bars in Losers | 49 | 45 | 54 | 49 | 45 | 54 |
Bars Traded | 13418 | 5904 | 7514 | 13418 | 5904 | 7514 |
Profit Streak | 0 | 0 | 26.1179 | 0 | 0 | 26.1179 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507319 | -180806 | -269394 | -139657 | -498630 | -207745 |
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{ "first_band": { "type": "ssf", "factors": { "length": 99, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 99, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 182, "offset": 0 } } }
# | 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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