Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1815768.8601 | -55508.4846 | -1760260.3754 | -135914.6814 | 6691617.2627 | -6827531.9441 |
Total P&L (%) | -1815.7689 | -55.5085 | -1760.2604 | -135.9147 | 6691.6173 | -6827.5319 |
Avg Daily Profit (%) | -0.9631 | -0.0294 | -0.9337 | 0 | 0.224 | 0 |
Buy And Hold Return (%) | 296.0474 | 296.0474 | 296.0474 | 296.0474 | 296.0474 | 296.0474 |
Max Trade Drawdown | -2055396 | -201071 | -1864817 | -7215271 | -754367 | -7772993 |
Profit Factor | 0.2489 | 0.833 | 0.1558 | 0.9895 | 5.8114 | 0.4114 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 19 | 25 | 34 | 22 | 12 |
Losing Trades | 25 | 15 | 10 | 35 | 12 | 23 |
Profitability (%) | 63.7681 | 55.8824 | 71.4286 | 49.2754 | 64.7059 | 34.2857 |
Ratio Avg Win / Avg Loss | 0.1414 | 0.6576 | 0.0623 | 1.0186 | 3.1699 | 0.7886 |
Largest Winning Trade | 43613 | 43613 | 36513 | 3863598 | 3863598 | 3226063 |
Largest Losing Trade | -1203464 | -60346 | -1203464 | -6456211 | -754367 | -6456211 |
Avg Bars in Trades | 79 | 90 | 68 | 79 | 90 | 68 |
Avg Bars in Winners | 36 | 37 | 35 | 112 | 118 | 101 |
Avg Bars in Losers | 154 | 157 | 150 | 46 | 38 | 51 |
Bars Traded | 5456 | 3061 | 2395 | 5456 | 3061 | 2395 |
Profit Streak | 93.3942 | 93.3942 | 136.7275 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -683550 | -579073 | -576658 | -685670 | 666787 | -586898 |
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{ "first_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 237, "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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