Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1679371.4074 | 1642528.4365 | 36842.9709 | 372880.0945 | -431909.8081 | 804789.9026 |
Total P&L (%) | 1679.3714 | 1642.5284 | 36.843 | 372.8801 | -431.9098 | 804.7899 |
Avg Daily Profit (%) | 0.9406 | 0.9199 | 0.0206 | 0.0871 | 0 | 0.1234 |
Buy And Hold Return (%) | 14.2816 | 14.2816 | 14.2816 | 14.2816 | 14.2816 | 14.2816 |
Max Trade Drawdown | -96774 | -86190 | -107629 | -998975 | -1021011 | -388940 |
Profit Factor | 3.0635 | 5.1392 | 1.0883 | 1.0738 | 0.8511 | 1.3737 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 34.7826 | 31.8841 | 37.6812 | 34.7826 | 31.8841 | 37.6812 |
Ratio Avg Win / Avg Loss | 5.7441 | 10.9791 | 1.8 | 2.0133 | 1.8182 | 2.272 |
Largest Winning Trade | 1575151 | 1575151 | 59122 | 398196 | 398196 | 311510 |
Largest Losing Trade | -56861 | -26258 | -56861 | -198851 | -197838 | -198851 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 50 | 46 | 54 | 50 | 46 | 54 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 3340 | 1476 | 1864 | 3340 | 1476 | 1864 |
Profit Streak | 22.0302 | 22.5302 | 0 | 22.0302 | 22.5302 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518938 | -87010 | -397480 | -219711 | -686177 | -132637 |
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 209, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 209, "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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