Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171524.76 | 100673.6625 | 70851.0975 | 163394.3466 | 143184.884 | 20209.4626 |
Total P&L (%) | 171.5248 | 100.6737 | 70.8511 | 163.3943 | 143.1849 | 20.2095 |
Avg Daily Profit (%) | 0.2051 | 0.1204 | 0.0847 | 0.1159 | 0.1063 | 0.022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95464 | -55642 | -63585 | -175307 | -61941 | -140447 |
Profit Factor | 1.5345 | 1.5994 | 1.4633 | 1.4117 | 1.8392 | 1.0893 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 69.8925 | 68.0851 | 71.7391 | 69.8925 | 68.0851 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.661 | 0.7497 | 0.5764 | 0.6081 | 0.8621 | 0.4291 |
Largest Winning Trade | 23813 | 23813 | 17227 | 35577 | 35577 | 19668 |
Largest Losing Trade | -46961 | -34327 | -46961 | -109692 | -42527 | -109692 |
Avg Bars in Trades | 105 | 110 | 99 | 105 | 110 | 99 |
Avg Bars in Winners | 80 | 86 | 75 | 80 | 86 | 75 |
Avg Bars in Losers | 162 | 163 | 160 | 162 | 163 | 160 |
Bars Traded | 9798 | 5213 | 4585 | 9798 | 5213 | 4585 |
Profit Streak | 13.2961 | 13.2961 | 14.5461 | 13.2961 | 13.2961 | 14.5461 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421158 | -28997 | -76931 | -35001 | -47286 | -290649 |
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{ "first_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 230, "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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