Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1400451.1808 | 123248.4375 | -1523699.6183 | 107136.9041 | -5384488.0265 | 5491624.9306 |
Total P&L (%) | -1400.4512 | 123.2484 | -1523.6996 | 107.1369 | -5384.488 | 5491.6249 |
Avg Daily Profit (%) | -0.7134 | 0.0628 | -0.7762 | 0.0371 | 0 | 0.2052 |
Buy And Hold Return (%) | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 | 1719.6643 |
Max Trade Drawdown | -1655698 | -93542 | -1628742 | -10116054 | -5783730 | -6737870 |
Profit Factor | 0.3314 | 1.4811 | 0.1711 | 1.0065 | 0.1835 | 1.557 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 51 | 27 | 24 | 49 | 24 | 25 |
Losing Trades | 35 | 16 | 19 | 37 | 19 | 18 |
Profitability (%) | 59.3023 | 62.7907 | 55.814 | 56.9767 | 55.814 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.2274 | 0.8777 | 0.1355 | 0.76 | 0.1453 | 1.1211 |
Largest Winning Trade | 60890 | 44666 | 60890 | 13521239 | 214053 | 13521239 |
Largest Losing Trade | -1377006 | -61736 | -1377006 | -6636200 | -2974576 | -6636200 |
Avg Bars in Trades | 132 | 137 | 127 | 132 | 137 | 127 |
Avg Bars in Winners | 72 | 73 | 72 | 79 | 79 | 79 |
Avg Bars in Losers | 220 | 246 | 197 | 203 | 211 | 194 |
Bars Traded | 11418 | 5932 | 5486 | 11418 | 5932 | 5486 |
Profit Streak | 440.1668 | 440.1668 | 560.1668 | 440.1668 | 440.1668 | 560.1668 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578004 | -273051 | -578639 | -521670 | -579388 | 332565 |
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 207, "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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