Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764002.6512 | 713885.7577 | 50116.8934 | 1070272.9458 | 453776.7111 | 616496.2347 |
Total P&L (%) | 764.0027 | 713.8858 | 50.1169 | 1070.2729 | 453.7767 | 616.4962 |
Avg Daily Profit (%) | 0.4074 | 0.3807 | 0.0267 | 0.1313 | 0.0913 | 0.1051 |
Buy And Hold Return (%) | 259.8012 | 259.8012 | 259.8012 | 259.8012 | 259.8012 | 259.8012 |
Max Trade Drawdown | -111958 | -79618 | -141384 | -464783 | -402183 | -315020 |
Profit Factor | 2.3573 | 3.904 | 1.1581 | 1.4534 | 1.3718 | 1.5406 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 41.4634 | 39.0244 | 43.9024 | 41.4634 | 39.0244 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.328 | 6.1001 | 1.4798 | 2.0518 | 2.1435 | 1.9686 |
Largest Winning Trade | 357976 | 357976 | 58538 | 351023 | 326582 | 351023 |
Largest Losing Trade | -59150 | -22847 | -59150 | -243529 | -149762 | -243529 |
Avg Bars in Trades | 131 | 115 | 147 | 131 | 115 | 147 |
Avg Bars in Winners | 215 | 189 | 237 | 215 | 189 | 237 |
Avg Bars in Losers | 72 | 68 | 76 | 72 | 68 | 76 |
Bars Traded | 10795 | 4746 | 6049 | 10795 | 4746 | 6049 |
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 | -960 | 324193 | -371930 | -29466 | -82236 | -56381 |
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{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 3 } } }
# | 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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