Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903575.5286 | 1003774.3557 | -100198.827 | 15612.4776 | 164749.4155 | -149136.9378 |
Total P&L (%) | 903.5755 | 1003.7744 | -100.1988 | 15.6125 | 164.7494 | -149.1369 |
Avg Daily Profit (%) | 0.497 | 0.5521 | -0.0551 | 0.008 | 0.0536 | 0 |
Buy And Hold Return (%) | 624.2957 | 624.2957 | 624.2957 | 624.2957 | 624.2957 | 624.2957 |
Max Trade Drawdown | -204098 | -121524 | -195167 | -148243 | -88617 | -176555 |
Profit Factor | 2.2756 | 4.3715 | 0.756 | 1.0251 | 1.5993 | 0.5701 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 46.4789 | 50 | 42.8571 | 46.4789 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.6204 | 4.3715 | 1.008 | 1.1804 | 1.5993 | 0.7601 |
Largest Winning Trade | 572171 | 572171 | 77074 | 137391 | 137391 | 47980 |
Largest Losing Trade | -77295 | -50315 | -77295 | -81746 | -62349 | -81746 |
Avg Bars in Trades | 149 | 135 | 164 | 149 | 135 | 164 |
Avg Bars in Winners | 202 | 171 | 240 | 202 | 171 | 240 |
Avg Bars in Losers | 103 | 99 | 107 | 103 | 99 | 107 |
Bars Traded | 10617 | 4874 | 5743 | 10617 | 4874 | 5743 |
Profit Streak | 60.7629 | 101.2629 | 60.7629 | 60.7629 | 101.2629 | 60.7629 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102948 | 354021 | -581338 | -632107 | -283186 | -583005 |
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{ "first_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 205, "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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