Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2122622.9228 | 2046754.1104 | 75868.8124 | 3949446.6141 | 467221.6201 | 3482224.994 |
Total P&L (%) | 2122.6229 | 2046.7541 | 75.8688 | 3949.4466 | 467.2216 | 3482.225 |
Avg Daily Profit (%) | 1.1315 | 1.091 | 0.0404 | 0.1975 | 0.0926 | 0.1909 |
Buy And Hold Return (%) | 567.6083 | 567.6083 | 567.6083 | 567.6083 | 567.6083 | 567.6083 |
Max Trade Drawdown | -122729 | -133208 | -54460 | -9280687 | -10050372 | -3748354 |
Profit Factor | 4.4109 | 6.7249 | 1.2865 | 1.1283 | 1.0249 | 1.2896 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 39.3258 | 33.3333 | 45.4545 | 39.3258 | 33.3333 | 45.4545 |
Ratio Avg Win / Avg Loss | 6.8054 | 13.4497 | 1.5438 | 1.7408 | 2.0498 | 1.5475 |
Largest Winning Trade | 1431669 | 1431669 | 56364 | 8001645 | 8001645 | 2898084 |
Largest Losing Trade | -30995 | -30995 | -25790 | -2793326 | -2793326 | -2587805 |
Avg Bars in Trades | 81 | 72 | 91 | 81 | 72 | 91 |
Avg Bars in Winners | 131 | 113 | 144 | 131 | 113 | 144 |
Avg Bars in Losers | 49 | 52 | 46 | 49 | 52 | 46 |
Bars Traded | 7287 | 3272 | 4015 | 7287 | 3272 | 4015 |
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 | 520180 | 466519 | -305257 | -74217 | -433608 | 245002 |
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 66, "offset": 0, "poles": 2 } } }
# | 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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