Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -768948.9788 | 125166.8621 | -894115.8408 | -1325093.4584 | -7690069.9216 | 6364976.4631 |
Total P&L (%) | -768.949 | 125.1669 | -894.1158 | -1325.0935 | -7690.0699 | 6364.9765 |
Avg Daily Profit (%) | -0.419 | 0.0682 | -0.4873 | 0 | 0 | 0.2275 |
Buy And Hold Return (%) | 729.941 | 729.941 | 729.941 | 729.941 | 729.941 | 729.941 |
Max Trade Drawdown | -888622 | -128483 | -930778 | -14286303 | -9554298 | -5679299 |
Profit Factor | 0.4961 | 1.4115 | 0.2683 | 0.9557 | 0.504 | 1.4416 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 23 | 22 | 42 | 20 | 22 |
Losing Trades | 31 | 15 | 16 | 34 | 18 | 16 |
Profitability (%) | 59.2105 | 60.5263 | 57.8947 | 55.2632 | 52.6316 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.3418 | 0.9206 | 0.1951 | 0.7737 | 0.4536 | 1.0484 |
Largest Winning Trade | 75394 | 75394 | 58989 | 13654879 | 1934007 | 13654879 |
Largest Losing Trade | -426209 | -79430 | -426209 | -9245365 | -9245365 | -4903431 |
Avg Bars in Trades | 46 | 48 | 43 | 46 | 48 | 43 |
Avg Bars in Winners | 32 | 33 | 31 | 47 | 53 | 42 |
Avg Bars in Losers | 65 | 72 | 59 | 44 | 43 | 44 |
Bars Traded | 3498 | 1850 | 1648 | 3498 | 1850 | 1648 |
Profit Streak | 0 | 0 | 0 | 43.4118 | 43.4118 | 123.9118 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -633083 | -267159 | -579741 | -632608 | -579870 | 403798 |
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{ "first_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 81, "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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