Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1540761.2724 | 1380766.2698 | 159995.0026 | 31927512.2739 | 25618323.5704 | 6309188.7035 |
Total P&L (%) | 1540.7613 | 1380.7663 | 159.995 | 31927.5123 | 25618.3236 | 6309.1887 |
Avg Daily Profit (%) | 0.8488 | 0.7606 | 0.0881 | 0.3183 | 0.3062 | 0.2294 |
Buy And Hold Return (%) | 666.1726 | 666.1726 | 666.1726 | 666.1726 | 666.1726 | 666.1726 |
Max Trade Drawdown | -65863 | -50853 | -46147 | -36228309 | -25835945 | -23164954 |
Profit Factor | 3.6867 | 6.2479 | 1.5155 | 1.2719 | 1.4709 | 1.1001 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 35.5556 | 34.3284 | 36.7647 | 35.5556 | 34.3284 | 36.7647 |
Ratio Avg Win / Avg Loss | 6.6822 | 11.9526 | 2.6067 | 2.3053 | 2.8139 | 1.8922 |
Largest Winning Trade | 761946 | 761946 | 68641 | 24806677 | 24806677 | 12409524 |
Largest Losing Trade | -30457 | -14412 | -30457 | -12595702 | -6781523 | -12595702 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 81 | 79 | 82 | 81 | 79 | 82 |
Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
Bars Traded | 5224 | 2463 | 2761 | 5224 | 2463 | 2761 |
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 | 359182 | -108099 | -353163 | 173250 | -111868 | -215601 |
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{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 179, "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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