Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583425.2617 | 337913.7146 | 245511.5471 | 3693560.1674 | 3315985.8094 | 377574.358 |
Total P&L (%) | 583.4253 | 337.9137 | 245.5115 | 3693.5602 | 3315.9858 | 377.5744 |
Avg Daily Profit (%) | 0.3472 | 0.2011 | 0.1461 | 0.2166 | 0.2104 | 0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76990 | -113645 | -48857 | -5045351 | -1816702 | -3260222 |
Profit Factor | 1.684 | 1.8118 | 1.5622 | 1.3506 | 1.744 | 1.0621 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Losing Trades | 156 | 82 | 74 | 156 | 82 | 74 |
Profitability (%) | 42.6471 | 39.7059 | 45.5882 | 42.6471 | 39.7059 | 45.5882 |
Ratio Avg Win / Avg Loss | 2.2647 | 2.7513 | 1.8646 | 1.8163 | 2.6482 | 1.2677 |
Largest Winning Trade | 85784 | 85784 | 51465 | 2212596 | 2212596 | 1508406 |
Largest Losing Trade | -23323 | -18993 | -23323 | -1632309 | -1222578 | -1632309 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 5017 | 2423 | 2594 | 5017 | 2423 | 2594 |
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 | 407791 | 257343 | 114171 | 306901 | 270478 | -222508 |
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{ "first_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 11, "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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