Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1084580.2661 | 45708.6878 | -1130288.9539 | -2663991.3915 | -9296743.0402 | 6632751.6488 |
Total P&L (%) | -1084.5803 | 45.7087 | -1130.289 | -2663.9914 | -9296.743 | 6632.7516 |
Avg Daily Profit (%) | -0.5953 | 0.0251 | -0.6204 | 0 | 0 | 0.2313 |
Buy And Hold Return (%) | 656.0319 | 656.0319 | 656.0319 | 656.0319 | 656.0319 | 656.0319 |
Max Trade Drawdown | -1197648 | -158504 | -1184763 | -23539538 | -16569777 | -8186370 |
Profit Factor | 0.3787 | 1.1501 | 0.2157 | 0.929 | 0.5886 | 1.4444 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 21 | 23 | 33 | 15 | 18 |
Losing Trades | 24 | 13 | 11 | 35 | 19 | 16 |
Profitability (%) | 64.7059 | 61.7647 | 67.6471 | 48.5294 | 44.1176 | 52.9412 |
Ratio Avg Win / Avg Loss | 0.2066 | 0.712 | 0.1032 | 0.9853 | 0.7456 | 1.2839 |
Largest Winning Trade | 45592 | 45592 | 31817 | 9523204 | 3323849 | 9523204 |
Largest Losing Trade | -615898 | -73677 | -615898 | -14680325 | -14680325 | -5803237 |
Avg Bars in Trades | 77 | 79 | 76 | 77 | 79 | 76 |
Avg Bars in Winners | 39 | 33 | 45 | 81 | 82 | 80 |
Avg Bars in Losers | 147 | 152 | 142 | 74 | 76 | 73 |
Bars Traded | 5302 | 2691 | 2611 | 5302 | 2691 | 2611 |
Profit Streak | 42.8277 | 69.4944 | 42.8277 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690830 | -379340 | -577520 | -695127 | -583082 | 346883 |
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{ "first_band": { "type": "wma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "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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