Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780139.4946 | 492005.952 | 288133.5427 | 5150886.4348 | 183125.6763 | 4967760.7585 |
Total P&L (%) | 780.1395 | 492.006 | 288.1335 | 5150.8864 | 183.1257 | 4967.7608 |
Avg Daily Profit (%) | 0.4315 | 0.2721 | 0.1594 | 0.2193 | 0.0576 | 0.2174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78743 | -75322 | -49783 | -7287736 | -6271611 | -3332341 |
Profit Factor | 1.9499 | 2.1106 | 1.7618 | 1.1143 | 1.0079 | 1.2279 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 168 | 90 | 78 | 168 | 90 | 78 |
Profitability (%) | 33.5968 | 29.1339 | 38.0952 | 33.5968 | 29.1339 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.854 | 5.1338 | 2.8629 | 2.2024 | 2.4516 | 1.9954 |
Largest Winning Trade | 340091 | 340091 | 57007 | 3589357 | 3589357 | 2481099 |
Largest Losing Trade | -17333 | -13038 | -17333 | -1342383 | -939179 | -1342383 |
Avg Bars in Trades | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 5151 | 2389 | 2762 | 5151 | 2389 | 2762 |
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 | 321924 | 25796 | 217536 | -90256 | -338326 | 157280 |
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{ "first_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 244, "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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