Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242462.0374 | 1012069.6919 | 230392.3455 | 87294230.266 | 61857482.0318 | 25436748.2343 |
Total P&L (%) | 1242.462 | 1012.0697 | 230.3923 | 87294.2303 | 61857.482 | 25436.7482 |
Avg Daily Profit (%) | 0.6834 | 0.5567 | 0.1267 | 0.3732 | 0.3543 | 0.3053 |
Buy And Hold Return (%) | 593.8983 | 593.8983 | 593.8983 | 593.8983 | 593.8983 | 593.8983 |
Max Trade Drawdown | -92604 | -80502 | -59345 | -52655859 | -48847991 | -37086817 |
Profit Factor | 2.8655 | 3.9637 | 1.7099 | 1.2958 | 1.3893 | 1.1868 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 46.7532 | 42.8571 | 50.6494 | 46.7532 | 42.8571 | 50.6494 |
Ratio Avg Win / Avg Loss | 3.2635 | 5.2849 | 1.6661 | 1.4758 | 1.8523 | 1.1563 |
Largest Winning Trade | 263872 | 263872 | 57063 | 49785120 | 49785120 | 28301594 |
Largest Losing Trade | -21455 | -20559 | -21455 | -17166199 | -17166199 | -14344219 |
Avg Bars in Trades | 69 | 67 | 72 | 69 | 67 | 72 |
Avg Bars in Winners | 107 | 111 | 104 | 107 | 111 | 104 |
Avg Bars in Losers | 37 | 34 | 39 | 37 | 34 | 39 |
Bars Traded | 10778 | 5207 | 5571 | 10778 | 5207 | 5571 |
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 | 392727 | -35475 | -228246 | 328358 | -33639 | -48019 |
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 131, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 55, "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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