Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1593150.9586 | 1376433.5627 | 216717.3959 | 7030980.5165 | -3000134.5619 | 10031115.0784 |
Total P&L (%) | 1593.151 | 1376.4336 | 216.7174 | 7030.9805 | -3000.1346 | 10031.1151 |
Avg Daily Profit (%) | 0.6708 | 0.5796 | 0.0913 | 0.1798 | 0 | 0.1947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164281 | -109552 | -113444 | -18673883 | -19082525 | -11017119 |
Profit Factor | 3.4588 | 5.4573 | 1.639 | 1.133 | 0.9037 | 1.462 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 44.0476 | 38.0952 | 50 | 44.0476 | 38.0952 | 50 |
Ratio Avg Win / Avg Loss | 4.3936 | 8.8682 | 1.639 | 1.4392 | 1.4685 | 1.462 |
Largest Winning Trade | 871173 | 871173 | 67410 | 13374525 | 13374525 | 8211840 |
Largest Losing Trade | -60426 | -29990 | -60426 | -6055100 | -5645690 | -6055100 |
Avg Bars in Trades | 164 | 142 | 187 | 164 | 142 | 187 |
Avg Bars in Winners | 256 | 232 | 274 | 256 | 232 | 274 |
Avg Bars in Losers | 92 | 87 | 99 | 92 | 87 | 99 |
Bars Traded | 13848 | 5992 | 7856 | 13848 | 5992 | 7856 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 597143 | 533740 | -67984 | -68474 | -583697 | 327920 |
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{ "first_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 174, "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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