Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800560.2214 | 766929.6754 | 33630.5461 | 813020.1426 | 294283.1404 | 518737.0023 |
Total P&L (%) | 800.5602 | 766.9297 | 33.6305 | 813.0201 | 294.2831 | 518.737 |
Avg Daily Profit (%) | 0.4324 | 0.4142 | 0.0182 | 0.1195 | 0.0741 | 0.0985 |
Buy And Hold Return (%) | 158.0288 | 158.0288 | 158.0288 | 158.0288 | 158.0288 | 158.0288 |
Max Trade Drawdown | -87624 | -59093 | -75924 | -1048785 | -668187 | -658365 |
Profit Factor | 2.1549 | 3.6642 | 1.083 | 1.2674 | 1.1891 | 1.3495 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.0704 | 47.2222 | 42.8571 | 45.0704 | 47.2222 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.6262 | 4.0952 | 1.444 | 1.5446 | 1.3289 | 1.7993 |
Largest Winning Trade | 393696 | 393696 | 74398 | 472202 | 375164 | 472202 |
Largest Losing Trade | -46507 | -37582 | -46507 | -261152 | -261152 | -171369 |
Avg Bars in Trades | 102 | 101 | 102 | 102 | 101 | 102 |
Avg Bars in Winners | 164 | 155 | 175 | 164 | 155 | 175 |
Avg Bars in Losers | 50 | 54 | 47 | 50 | 54 | 47 |
Bars Traded | 7248 | 3665 | 3583 | 7248 | 3665 | 3583 |
Profit Streak | 0 | 0 | 162.9021 | 0 | 0 | 162.9021 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80361 | 508959 | -465449 | -126465 | -115434 | -64263 |
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 196, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 67, "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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