Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551885.1471 | 483913.9605 | 67971.1866 | 690624.1861 | 711355.5758 | -20731.3897 |
Total P&L (%) | 551.8851 | 483.914 | 67.9712 | 690.6242 | 711.3556 | -20.7314 |
Avg Daily Profit (%) | 0.3411 | 0.2991 | 0.042 | 0.1279 | 0.1295 | -0.0144 |
Buy And Hold Return (%) | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 |
Max Trade Drawdown | -112965 | -118865 | -104739 | -692485 | -677524 | -579240 |
Profit Factor | 1.8129 | 2.3779 | 1.2074 | 1.2005 | 1.4067 | 0.9878 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 40.9836 | 39.3443 | 42.623 | 40.9836 | 39.3443 | 42.623 |
Ratio Avg Win / Avg Loss | 2.6106 | 3.6659 | 1.6254 | 1.7287 | 2.1687 | 1.3297 |
Largest Winning Trade | 125634 | 125634 | 68414 | 417982 | 417982 | 381771 |
Largest Losing Trade | -68852 | -32282 | -68852 | -451790 | -282218 | -451790 |
Avg Bars in Trades | 152 | 148 | 156 | 152 | 148 | 156 |
Avg Bars in Winners | 254 | 266 | 243 | 254 | 266 | 243 |
Avg Bars in Losers | 81 | 71 | 92 | 81 | 71 | 92 |
Bars Traded | 18623 | 9064 | 9559 | 18623 | 9064 | 9559 |
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 | 342006 | -153104 | -304350 | -24489 | -184012 | -743938 |
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{ "first_band": { "type": "wma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 119, "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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