Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260554.8948 | 240735.6332 | 19819.2616 | -106602.7947 | -48595.3411 | -58007.4536 |
Total P&L (%) | 260.5549 | 240.7356 | 19.8193 | -106.6028 | -48.5953 | -58.0075 |
Avg Daily Profit (%) | 0.2102 | 0.1942 | 0.016 | 0 | -0.0537 | -0.07 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143778 | -70812 | -148483 | -119986 | -59736 | -69672 |
Profit Factor | 1.28 | 1.5243 | 1.0421 | 0.3464 | 0.3959 | 0.2982 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 163 | 79 | 84 | 75 | 42 | 33 |
Losing Trades | 74 | 39 | 35 | 162 | 76 | 86 |
Profitability (%) | 68.7764 | 66.9492 | 70.5882 | 31.6456 | 35.5932 | 27.7311 |
Ratio Avg Win / Avg Loss | 0.5811 | 0.7525 | 0.4342 | 0.7482 | 0.7164 | 0.7772 |
Largest Winning Trade | 53289 | 53289 | 17689 | 8844 | 4695 | 8844 |
Largest Losing Trade | -102296 | -53552 | -102296 | -59736 | -59736 | -58908 |
Avg Bars in Trades | 61 | 66 | 55 | 61 | 66 | 55 |
Avg Bars in Winners | 38 | 40 | 36 | 106 | 111 | 101 |
Avg Bars in Losers | 111 | 120 | 102 | 40 | 42 | 38 |
Bars Traded | 14529 | 7891 | 6638 | 14529 | 7891 | 6638 |
Profit Streak | 25.4087 | 25.492 | 25.4087 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402517 | 372153 | -350981 | -586675 | -586343 | -598793 |
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{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 154, "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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