Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2143335.7232 | 2193011.5648 | -49675.8416 | -91060.6069 | 47744.2788 | -138804.8857 |
Total P&L (%) | 2143.3357 | 2193.0116 | -49.6758 | -91.0606 | 47.7443 | -138.8049 |
Avg Daily Profit (%) | 0.9687 | 0.9911 | -0.0225 | -0.1091 | 0.0176 | 0 |
Buy And Hold Return (%) | 511.5928 | 511.5928 | 511.5928 | 511.5928 | 511.5928 | 511.5928 |
Max Trade Drawdown | -152698 | -101971 | -130125 | -76383 | -36797 | -45838 |
Profit Factor | 3.7184 | 7.4874 | 0.8897 | 0.5989 | 1.8445 | 0.186 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 42.1053 | 44.7368 | 39.4737 | 42.1053 | 44.7368 | 39.4737 |
Ratio Avg Win / Avg Loss | 5.1128 | 9.2491 | 1.3642 | 0.8235 | 2.2786 | 0.2851 |
Largest Winning Trade | 2083983 | 2083983 | 47320 | 77429 | 77429 | 4298 |
Largest Losing Trade | -98958 | -43268 | -98958 | -98958 | -24230 | -98958 |
Avg Bars in Trades | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Winners | 137 | 134 | 140 | 137 | 134 | 140 |
Avg Bars in Losers | 48 | 38 | 56 | 48 | 38 | 56 |
Bars Traded | 6511 | 3109 | 3402 | 6511 | 3109 | 3402 |
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 | -38734 | 642921 | -583191 | -637625 | -333596 | -584580 |
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{ "first_band": { "type": "ssf", "factors": { "length": 156, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 156, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 24, "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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