Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649069.8937 | 545090.4497 | 103979.444 | 603946.6559 | 759492.2927 | -155545.6369 |
Total P&L (%) | 649.0699 | 545.0905 | 103.9794 | 603.9467 | 759.4923 | -155.5456 |
Avg Daily Profit (%) | 0.406 | 0.341 | 0.065 | 0.1221 | 0.1347 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172355 | -84289 | -80537 | -1146344 | -927995 | -706742 |
Profit Factor | 2.2669 | 3.0369 | 1.4249 | 1.1977 | 1.4713 | 0.8923 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 38.961 | 33.3333 | 44.7368 | 38.961 | 33.3333 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.5515 | 6.0737 | 1.7602 | 1.8764 | 2.9426 | 1.1022 |
Largest Winning Trade | 319027 | 319027 | 64961 | 1225515 | 1225515 | 323859 |
Largest Losing Trade | -36816 | -21955 | -36816 | -308184 | -271417 | -308184 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 115 | 103 | 125 | 115 | 103 | 125 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 4551 | 1915 | 2636 | 4551 | 1915 | 2636 |
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 | -36456 | 308984 | -106160 | -82068 | -17074 | -581145 |
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{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 165, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 220, "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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