Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619673.6396 | 722261.6223 | -102587.9827 | -109384.3387 | 292265.1632 | -401649.5019 |
Total P&L (%) | 619.6736 | 722.2616 | -102.588 | -109.3843 | 292.2652 | -401.6495 |
Avg Daily Profit (%) | 0.3351 | 0.3906 | -0.0555 | 0 | 0.0739 | 0 |
Buy And Hold Return (%) | 128.5485 | 128.5485 | 128.5485 | 128.5485 | 128.5485 | 128.5485 |
Max Trade Drawdown | -300837 | -141120 | -177074 | -544966 | -226393 | -358935 |
Profit Factor | 1.6552 | 2.7002 | 0.8031 | 0.8717 | 1.8829 | 0.23 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 20 | 24 | 37 | 21 | 16 |
Losing Trades | 36 | 20 | 16 | 43 | 19 | 24 |
Profitability (%) | 55 | 50 | 60 | 46.25 | 52.5 | 40 |
Ratio Avg Win / Avg Loss | 1.3543 | 2.7002 | 0.5354 | 1.0131 | 1.7036 | 0.345 |
Largest Winning Trade | 469283 | 469283 | 65723 | 327731 | 327731 | 47400 |
Largest Losing Trade | -110120 | -49442 | -110120 | -220906 | -220906 | -219857 |
Avg Bars in Trades | 66 | 67 | 64 | 66 | 67 | 64 |
Avg Bars in Winners | 71 | 64 | 77 | 70 | 63 | 79 |
Avg Bars in Losers | 60 | 71 | 45 | 62 | 72 | 54 |
Bars Traded | 5296 | 2714 | 2582 | 5296 | 2714 | 2582 |
Profit Streak | 94.837 | 94.837 | 134.837 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12006 | 535827 | -578102 | -604347 | -95367 | -584638 |
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{ "first_band": { "type": "ssf", "factors": { "length": 220, "offset": 24, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 220, "offset": 24, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 150, "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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