Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1228617.962 | 1068143.8257 | 160474.1363 | 3700938.0097 | 4351814.1733 | -650876.1637 |
Total P&L (%) | 1228.618 | 1068.1438 | 160.4741 | 3700.938 | 4351.8142 | -650.8762 |
Avg Daily Profit (%) | 0.5324 | 0.4629 | 0.0695 | 0.1578 | 0.1646 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201804 | -137527 | -125881 | -32463061 | -21214763 | -16074797 |
Profit Factor | 2.1492 | 2.9106 | 1.3147 | 1.0475 | 1.1054 | 0.9822 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Profitability (%) | 31.8182 | 27.2727 | 36.3636 | 31.8182 | 27.2727 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.6055 | 7.7616 | 2.3006 | 2.2447 | 2.9477 | 1.7188 |
Largest Winning Trade | 458625 | 458625 | 82635 | 19743795 | 19743795 | 6386027 |
Largest Losing Trade | -23509 | -23509 | -19503 | -6566851 | -3814966 | -6566851 |
Avg Bars in Trades | 46 | 40 | 51 | 46 | 40 | 51 |
Avg Bars in Winners | 107 | 101 | 111 | 107 | 101 | 111 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 9118 | 4038 | 5080 | 9118 | 4038 | 5080 |
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 | 321582 | -4246 | -104399 | -165480 | -115838 | -583593 |
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.21963, "nb": 0.1, "nc": 0.1 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 2 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.21963, "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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