Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596421.2867 | 347190.926 | 249230.3607 | 4206733.6132 | 2942060.8217 | 1264672.7914 |
Total P&L (%) | 596.4213 | 347.1909 | 249.2304 | 4206.7336 | 2942.0608 | 1264.6728 |
Avg Daily Profit (%) | 0.3541 | 0.2061 | 0.148 | 0.2237 | 0.203 | 0.1553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56052 | -86431 | -40955 | -2609518 | -795121 | -2234100 |
Profit Factor | 2.157 | 2.2366 | 2.0618 | 1.5286 | 1.829 | 1.2869 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
Profitability (%) | 42.6357 | 36.9231 | 48.4375 | 42.6357 | 36.9231 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.9022 | 3.8209 | 2.1949 | 2.0567 | 3.1246 | 1.3699 |
Largest Winning Trade | 107445 | 107445 | 51876 | 1663737 | 1663737 | 1029171 |
Largest Losing Trade | -24725 | -17773 | -24725 | -984354 | -417092 | -984354 |
Avg Bars in Trades | 51 | 47 | 55 | 51 | 47 | 55 |
Avg Bars in Winners | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
Bars Traded | 6643 | 3079 | 3564 | 6643 | 3079 | 3564 |
Profit Streak | 43.5834 | 43.5834 | 51.8334 | 43.5834 | 43.5834 | 51.8334 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429250 | -124560 | -130808 | 334710 | -124957 | -131565 |
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{ "first_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 45, "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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