Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416196.9298 | 158714.6337 | 257482.2962 | 1962531.8627 | 751895.9013 | 1210635.9614 |
Total P&L (%) | 416.1969 | 158.7146 | 257.4823 | 1962.5319 | 751.8959 | 1210.636 |
Avg Daily Profit (%) | 0.4091 | 0.156 | 0.2531 | 0.2979 | 0.2108 | 0.2532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61010 | -75127 | -50599 | -485081 | -572792 | -182099 |
Profit Factor | 2.7195 | 1.8809 | 5.161 | 2.3797 | 1.6686 | 5.0636 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 70 | 60 | 80 | 70 | 60 | 80 |
Ratio Avg Win / Avg Loss | 1.1655 | 1.2539 | 1.2903 | 1.0199 | 1.1124 | 1.2659 |
Largest Winning Trade | 56749 | 56749 | 26203 | 663688 | 663688 | 302534 |
Largest Losing Trade | -48295 | -48295 | -34930 | -485081 | -485081 | -116608 |
Avg Bars in Trades | 94 | 114 | 74 | 94 | 114 | 74 |
Avg Bars in Winners | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Losers | 166 | 196 | 106 | 166 | 196 | 106 |
Bars Traded | 5670 | 3430 | 2240 | 5670 | 3430 | 2240 |
Profit Streak | 0 | 97.993 | 0 | 0 | 97.993 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157421 | 443176 | 673855 | -158610 | 460285 | 686330 |
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{ "first_band": { "type": "ssf", "factors": { "length": 58, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 58, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 242, "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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