Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214704.5335 | 1065284.4413 | 149420.0922 | 4667868.1958 | 1917461.0889 | 2750407.1069 |
Total P&L (%) | 1214.7045 | 1065.2844 | 149.4201 | 4667.8682 | 1917.4611 | 2750.4071 |
Avg Daily Profit (%) | 0.524 | 0.4595 | 0.0645 | 0.1668 | 0.1297 | 0.1446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95401 | -84317 | -100692 | -9744261 | -9114948 | -4945943 |
Profit Factor | 2.3854 | 3.4442 | 1.3389 | 1.1125 | 1.0903 | 1.1356 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 33.0882 | 26.4706 | 39.7059 | 33.0882 | 26.4706 | 39.7059 |
Ratio Avg Win / Avg Loss | 4.8238 | 9.5673 | 2.0331 | 2.2496 | 3.0287 | 1.7244 |
Largest Winning Trade | 431253 | 431253 | 84781 | 7504938 | 7504938 | 3389836 |
Largest Losing Trade | -34880 | -34880 | -30084 | -3691492 | -2808322 | -3691492 |
Avg Bars in Trades | 99 | 88 | 109 | 99 | 88 | 109 |
Avg Bars in Winners | 196 | 189 | 201 | 196 | 189 | 201 |
Avg Bars in Losers | 50 | 52 | 48 | 50 | 52 | 48 |
Bars Traded | 13496 | 6042 | 7454 | 13496 | 6042 | 7454 |
Profit Streak | 14.0028 | 0 | 24.5028 | 14.0028 | 0 | 24.5028 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350299 | -115948 | -218355 | -93587 | -272337 | -182741 |
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{ "first_band": { "type": "wma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } } }
# | 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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