Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342754.349 | 228666.3799 | 114087.9691 | 139129.9707 | 225817.3417 | -86687.371 |
Total P&L (%) | 342.7543 | 228.6664 | 114.088 | 139.13 | 225.8173 | -86.6874 |
Avg Daily Profit (%) | 0.2039 | 0.1361 | 0.0679 | 0.0519 | 0.0703 | -0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141629 | -159485 | -71167 | -348063 | -183166 | -270363 |
Profit Factor | 1.3317 | 1.4421 | 1.221 | 1.0777 | 1.2888 | 0.9141 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 45.2586 | 42.2414 | 48.2759 | 45.2586 | 42.2414 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.6107 | 1.9719 | 1.3082 | 1.3035 | 1.7622 | 0.9794 |
Largest Winning Trade | 94688 | 94688 | 34007 | 133228 | 108819 | 133228 |
Largest Losing Trade | -41038 | -27314 | -41038 | -160980 | -72737 | -160980 |
Avg Bars in Trades | 21 | 21 | 20 | 21 | 21 | 20 |
Avg Bars in Winners | 27 | 28 | 25 | 27 | 28 | 25 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 4964 | 2548 | 2416 | 4964 | 2548 | 2416 |
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 | 312881 | -12318 | -103334 | -259044 | -100926 | -581416 |
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{ "first_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 44, "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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