Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507883.41 | 402348.1809 | 105535.2292 | 586132.8461 | 437412.3722 | 148720.474 |
Total P&L (%) | 507.8834 | 402.3482 | 105.5352 | 586.1328 | 437.4124 | 148.7205 |
Avg Daily Profit (%) | 0.2714 | 0.215 | 0.0564 | 0.103 | 0.0899 | 0.0487 |
Buy And Hold Return (%) | 22.9176 | 22.9176 | 22.9176 | 22.9176 | 22.9176 | 22.9176 |
Max Trade Drawdown | -80053 | -71960 | -57309 | -554105 | -381911 | -269821 |
Profit Factor | 1.5979 | 1.9583 | 1.2457 | 1.1579 | 1.2372 | 1.0796 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 130 | 72 | 58 | 130 | 72 | 58 |
Profitability (%) | 37.1981 | 30.7692 | 43.6893 | 37.1981 | 30.7692 | 43.6893 |
Ratio Avg Win / Avg Loss | 2.6978 | 4.4062 | 1.6056 | 1.9549 | 2.7837 | 1.3915 |
Largest Winning Trade | 230365 | 230365 | 45496 | 312997 | 312997 | 175840 |
Largest Losing Trade | -54322 | -17615 | -54322 | -221744 | -72761 | -221744 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 30 | 31 | 30 | 30 | 31 | 30 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 3715 | 1697 | 2018 | 3715 | 1697 | 2018 |
Profit Streak | 32.893 | 32.893 | 35.893 | 32.893 | 32.893 | 35.893 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325517 | 163145 | -120352 | -103456 | -79074 | -263083 |
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{ "first_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 10, "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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