Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510973.6768 | 439738.9717 | 71234.7051 | 157734.6163 | 372389.0318 | -214654.4155 |
Total P&L (%) | 510.9737 | 439.739 | 71.2347 | 157.7346 | 372.389 | -214.6544 |
Avg Daily Profit (%) | 0.2728 | 0.2348 | 0.038 | 0.0506 | 0.0829 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219253 | -105113 | -197758 | -571260 | -334534 | -336375 |
Profit Factor | 1.5735 | 2.0997 | 1.145 | 1.1064 | 1.5749 | 0.743 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 46.0938 | 42.1875 | 50 | 46.0938 | 42.1875 | 50 |
Ratio Avg Win / Avg Loss | 1.8402 | 2.8774 | 1.145 | 1.2939 | 2.1581 | 0.743 |
Largest Winning Trade | 183428 | 183428 | 77952 | 179412 | 179412 | 98768 |
Largest Losing Trade | -51619 | -43525 | -51619 | -177336 | -177336 | -132020 |
Avg Bars in Trades | 172 | 156 | 188 | 172 | 156 | 188 |
Avg Bars in Winners | 239 | 216 | 259 | 239 | 216 | 259 |
Avg Bars in Losers | 115 | 113 | 117 | 115 | 113 | 117 |
Bars Traded | 22093 | 10046 | 12047 | 22093 | 10046 | 12047 |
Profit Streak | 10.9163 | 10.9163 | 47.4996 | 10.9163 | 10.9163 | 47.4996 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411884 | -129942 | -341267 | -228989 | -221202 | -718969 |
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{ "first_band": { "type": "wma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 239, "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) |
---|