Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -567002.0394 | 222729.5041 | -789731.5435 | -1114235.6976 | -17862962.823 | 16748727.1254 |
Total P&L (%) | -567.002 | 222.7295 | -789.7315 | -1114.2357 | -17862.9628 | 16748.7271 |
Avg Daily Profit (%) | -0.3106 | 0.122 | -0.4326 | 0 | 0 | 0.2812 |
Buy And Hold Return (%) | 708.8144 | 708.8144 | 708.8144 | 708.8144 | 708.8144 | 708.8144 |
Max Trade Drawdown | -800656 | -146849 | -830894 | -27004359 | -20739727 | -11211393 |
Profit Factor | 0.6244 | 1.6576 | 0.3255 | 0.9815 | 0.4653 | 1.6271 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 24 | 21 | 38 | 19 | 19 |
Losing Trades | 37 | 17 | 20 | 44 | 22 | 22 |
Profitability (%) | 54.878 | 58.5366 | 51.2195 | 46.3415 | 46.3415 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.5134 | 1.1741 | 0.31 | 1.1364 | 0.5387 | 1.884 |
Largest Winning Trade | 109286 | 109286 | 49325 | 31495769 | 3396821 | 31495769 |
Largest Losing Trade | -406647 | -78857 | -406647 | -19343867 | -19343867 | -10379160 |
Avg Bars in Trades | 87 | 93 | 80 | 87 | 93 | 80 |
Avg Bars in Winners | 60 | 60 | 59 | 96 | 111 | 82 |
Avg Bars in Losers | 119 | 140 | 102 | 78 | 78 | 78 |
Bars Traded | 7136 | 3843 | 3293 | 7136 | 3843 | 3293 |
Profit Streak | 13.2431 | 70.2431 | 0 | 0 | 0 | 110.7431 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -588317 | -191765 | -580584 | -589311 | -582165 | 409808 |
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{ "first_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 108, "offset": 0 } } }
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# | 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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