Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1789167.7194 | 1638442.8067 | 150724.9127 | 19501825.4032 | 7206808.7803 | 12295016.6229 |
Total P&L (%) | 1789.1677 | 1638.4428 | 150.7249 | 19501.8254 | 7206.8088 | 12295.0166 |
Avg Daily Profit (%) | 0.7556 | 0.6919 | 0.0637 | 0.2231 | 0.1814 | 0.2038 |
Buy And Hold Return (%) | 532.6964 | 532.6964 | 532.6964 | 532.6964 | 532.6964 | 532.6964 |
Max Trade Drawdown | -86288 | -100501 | -38952 | -9539946 | -8625278 | -3592461 |
Profit Factor | 5.1595 | 7.0572 | 1.9441 | 1.7073 | 1.354 | 2.704 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 45.9016 | 38.7097 | 53.3333 | 45.9016 | 38.7097 | 53.3333 |
Ratio Avg Win / Avg Loss | 6.0808 | 11.1739 | 1.7011 | 2.0121 | 2.1438 | 2.366 |
Largest Winning Trade | 1161983 | 1161983 | 71133 | 8750382 | 8750382 | 7802351 |
Largest Losing Trade | -30664 | -26323 | -30664 | -3809641 | -3809641 | -1917445 |
Avg Bars in Trades | 113 | 108 | 118 | 113 | 108 | 118 |
Avg Bars in Winners | 164 | 183 | 149 | 164 | 183 | 149 |
Avg Bars in Losers | 70 | 60 | 83 | 70 | 60 | 83 |
Bars Traded | 6918 | 3355 | 3563 | 6918 | 3355 | 3563 |
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 | -149687 | 478655 | -269639 | -156122 | 179025 | 490077 |
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "hma", "factors": { "length": 110, "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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