Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619176.9155 | 561991.5911 | 57185.3244 | 426036.9016 | 231476.6889 | 194560.2127 |
Total P&L (%) | 619.1769 | 561.9916 | 57.1853 | 426.0369 | 231.4767 | 194.5602 |
Avg Daily Profit (%) | 0.334 | 0.3032 | 0.0309 | 0.0896 | 0.0647 | 0.0583 |
Buy And Hold Return (%) | 13.2494 | 13.2494 | 13.2494 | 13.2494 | 13.2494 | 13.2494 |
Max Trade Drawdown | -92093 | -96363 | -142941 | -570249 | -563776 | -544092 |
Profit Factor | 1.8314 | 2.59 | 1.1462 | 1.1052 | 1.1148 | 1.0956 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 40.5172 | 36.2069 | 44.8276 | 40.5172 | 36.2069 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.6887 | 4.5634 | 1.4106 | 1.6225 | 1.9642 | 1.3484 |
Largest Winning Trade | 350771 | 350771 | 40272 | 476850 | 476850 | 229055 |
Largest Losing Trade | -34076 | -26745 | -34076 | -289947 | -168939 | -289947 |
Avg Bars in Trades | 94 | 90 | 98 | 94 | 90 | 98 |
Avg Bars in Winners | 152 | 154 | 150 | 152 | 154 | 150 |
Avg Bars in Losers | 55 | 54 | 55 | 55 | 54 | 55 |
Bars Traded | 10952 | 5250 | 5702 | 10952 | 5250 | 5702 |
Profit Streak | 0 | 0 | 38.8161 | 0 | 0 | 38.8161 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334023 | -171838 | -394894 | -180464 | -385374 | -412004 |
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 173, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 98, "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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