Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256947.5039 | 202696.804 | 54250.6999 | 96407.2059 | 233870.2989 | -137463.0929 |
Total P&L (%) | 256.9475 | 202.6968 | 54.2507 | 96.4072 | 233.8703 | -137.4631 |
Avg Daily Profit (%) | 0.2467 | 0.1946 | 0.0521 | 0.0648 | 0.1158 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150069 | -104207 | -87303 | -1160652 | -698628 | -780783 |
Profit Factor | 1.2295 | 1.3662 | 1.0958 | 1.0146 | 1.0747 | 0.9604 |
Total Trades | 462 | 231 | 231 | 462 | 231 | 231 |
Winning Trades | 216 | 99 | 117 | 216 | 99 | 117 |
Losing Trades | 246 | 132 | 114 | 246 | 132 | 114 |
Profitability (%) | 46.7532 | 42.8571 | 50.6494 | 46.7532 | 42.8571 | 50.6494 |
Ratio Avg Win / Avg Loss | 1.4003 | 1.8217 | 1.0677 | 1.1555 | 1.433 | 0.9357 |
Largest Winning Trade | 149711 | 149711 | 27875 | 324743 | 324743 | 208572 |
Largest Losing Trade | -23770 | -19780 | -23770 | -251563 | -157513 | -251563 |
Avg Bars in Trades | 53 | 52 | 55 | 53 | 52 | 55 |
Avg Bars in Winners | 67 | 68 | 67 | 67 | 68 | 67 |
Avg Bars in Losers | 41 | 40 | 42 | 41 | 40 | 42 |
Bars Traded | 24841 | 12072 | 12769 | 24841 | 12072 | 12769 |
Profit Streak | 0 | 0 | 9.3023 | 0 | 0 | 9.3023 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317699 | 253806 | -238121 | -309674 | -178845 | -579373 |
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{ "first_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 44, "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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