Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574327.2493 | 355875.6402 | 218451.6091 | 1384550.2839 | -229811.3577 | 1614361.6416 |
Total P&L (%) | 574.3272 | 355.8756 | 218.4516 | 1384.5503 | -229.8114 | 1614.3616 |
Avg Daily Profit (%) | 0.2757 | 0.1708 | 0.1049 | 0.1296 | 0 | 0.1365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104681 | -112430 | -50175 | -3569130 | -3465310 | -1469682 |
Profit Factor | 1.6705 | 1.7828 | 1.5435 | 1.0798 | 0.9756 | 1.203 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 102 | 58 | 44 | 102 | 58 | 44 |
Profitability (%) | 41.3793 | 33.3333 | 49.4253 | 41.3793 | 33.3333 | 49.4253 |
Ratio Avg Win / Avg Loss | 2.3665 | 3.5655 | 1.5794 | 1.5297 | 1.9511 | 1.231 |
Largest Winning Trade | 95539 | 95539 | 43901 | 1523536 | 1523536 | 853685 |
Largest Losing Trade | -48665 | -48665 | -35405 | -1407373 | -1407373 | -609588 |
Avg Bars in Trades | 142 | 133 | 151 | 142 | 133 | 151 |
Avg Bars in Winners | 223 | 238 | 214 | 223 | 238 | 214 |
Avg Bars in Losers | 85 | 81 | 90 | 85 | 81 | 90 |
Bars Traded | 24799 | 11619 | 13180 | 24799 | 11619 | 13180 |
Profit Streak | 0 | 0 | 129.9482 | 0 | 0 | 129.9482 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338678 | 142188 | -49474 | -153726 | -584803 | -10070 |
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{ "first_band": { "type": "ssf", "factors": { "length": 217, "offset": 24, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 217, "offset": 24, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 71, "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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