Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1854823.2996 | 1820469.9007 | 34353.3989 | 940977.3499 | 1017099.6411 | -76122.2912 |
Total P&L (%) | 1854.8233 | 1820.4699 | 34.3534 | 940.9774 | 1017.0996 | -76.1223 |
Avg Daily Profit (%) | 0.8224 | 0.8072 | 0.0152 | 0.1039 | 0.1071 | -0.0635 |
Buy And Hold Return (%) | 194.9474 | 194.9474 | 194.9474 | 194.9474 | 194.9474 | 194.9474 |
Max Trade Drawdown | -140048 | -81168 | -103663 | -2313633 | -2126216 | -1092971 |
Profit Factor | 3.7534 | 6.1853 | 1.1065 | 1.0896 | 1.176 | 0.9839 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 37.6623 | 33.3333 | 42.1053 | 37.6623 | 33.3333 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.2126 | 12.3705 | 1.5214 | 1.8035 | 2.352 | 1.3528 |
Largest Winning Trade | 1381963 | 1381963 | 50079 | 2724012 | 2724012 | 1080593 |
Largest Losing Trade | -38376 | -31550 | -38376 | -958987 | -752906 | -958987 |
Avg Bars in Trades | 115 | 108 | 121 | 115 | 108 | 121 |
Avg Bars in Winners | 190 | 206 | 176 | 190 | 206 | 176 |
Avg Bars in Losers | 69 | 59 | 81 | 69 | 59 | 81 |
Bars Traded | 8860 | 4241 | 4619 | 8860 | 4241 | 4619 |
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 | -31009 | 548626 | -443592 | -227206 | -83085 | -582168 |
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{ "first_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 72, "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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