Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207985.3086 | 204468.2983 | 3517.0103 | -122081.8555 | -37825.202 | -84256.6535 |
Total P&L (%) | 207.9853 | 204.4683 | 3.517 | -122.0819 | -37.8252 | -84.2567 |
Avg Daily Profit (%) | 0.1685 | 0.1657 | 0.0029 | 0 | -0.0385 | -0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139542 | -61084 | -169383 | -155291 | -50279 | -113967 |
Profit Factor | 1.2466 | 1.5496 | 1.0075 | 0.5779 | 0.6782 | 0.5092 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 131 | 62 | 69 | 59 | 32 | 27 |
Losing Trades | 60 | 33 | 27 | 132 | 63 | 69 |
Profitability (%) | 68.5864 | 65.2632 | 71.875 | 30.8901 | 33.6842 | 28.125 |
Ratio Avg Win / Avg Loss | 0.571 | 0.8248 | 0.3942 | 1.2929 | 1.3353 | 1.3012 |
Largest Winning Trade | 46565 | 46565 | 21646 | 16218 | 16218 | 16174 |
Largest Losing Trade | -113377 | -39755 | -113377 | -103953 | -38136 | -103953 |
Avg Bars in Trades | 76 | 83 | 68 | 76 | 83 | 68 |
Avg Bars in Winners | 45 | 45 | 45 | 138 | 153 | 121 |
Avg Bars in Losers | 143 | 155 | 129 | 47 | 47 | 48 |
Bars Traded | 14520 | 7909 | 6611 | 14520 | 7909 | 6611 |
Profit Streak | 16.5336 | 16.5336 | 38.0336 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371997 | 352790 | -564523 | -585542 | -585756 | -595451 |
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{ "first_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 188, "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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