Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904237.6437 | 701626.8386 | 202610.8051 | 1450596.5939 | 670768.3666 | 779828.2274 |
Total P&L (%) | 904.2376 | 701.6268 | 202.6108 | 1450.5966 | 670.7684 | 779.8282 |
Avg Daily Profit (%) | 0.611 | 0.4741 | 0.1369 | 0.1854 | 0.1381 | 0.1471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88160 | -94135 | -51258 | -2930113 | -2417213 | -829954 |
Profit Factor | 2.0045 | 2.417 | 1.5002 | 1.1118 | 1.0904 | 1.1403 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 158 | 84 | 74 | 158 | 84 | 74 |
Profitability (%) | 30.0885 | 25.6637 | 34.5133 | 30.0885 | 25.6637 | 34.5133 |
Ratio Avg Win / Avg Loss | 4.6575 | 7.0009 | 2.8466 | 2.5832 | 3.1583 | 2.1636 |
Largest Winning Trade | 500258 | 500258 | 56359 | 2091263 | 2091263 | 708587 |
Largest Losing Trade | -29870 | -17219 | -29870 | -584288 | -584288 | -488806 |
Avg Bars in Trades | 38 | 32 | 45 | 38 | 32 | 45 |
Avg Bars in Winners | 83 | 73 | 91 | 83 | 73 | 91 |
Avg Bars in Losers | 19 | 17 | 20 | 19 | 17 | 20 |
Bars Traded | 8746 | 3624 | 5122 | 8746 | 3624 | 5122 |
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 | 316772 | -12157 | -14110 | -95138 | -155406 | -67686 |
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 10, "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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