Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406023.4829 | 607444.7325 | -201421.2497 | -1031357.1331 | -3989815.6903 | 2958458.5572 |
Total P&L (%) | 406.0235 | 607.4447 | -201.4213 | -1031.3571 | -3989.8157 | 2958.4586 |
Avg Daily Profit (%) | 0.224 | 0.3352 | -0.1111 | 0 | 0 | 0.1889 |
Buy And Hold Return (%) | 579.5045 | 579.5045 | 579.5045 | 579.5045 | 579.5045 | 579.5045 |
Max Trade Drawdown | -89225 | -70083 | -111496 | -3798713 | -4436671 | -1913654 |
Profit Factor | 1.5327 | 4.0015 | 0.6402 | 0.9182 | 0.4876 | 1.6133 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 19 | 14 | 30 | 13 | 17 |
Losing Trades | 31 | 13 | 18 | 34 | 19 | 15 |
Profitability (%) | 51.5625 | 59.375 | 43.75 | 46.875 | 40.625 | 53.125 |
Ratio Avg Win / Avg Loss | 1.4398 | 2.7379 | 0.8232 | 1.0406 | 0.7126 | 1.4235 |
Largest Winning Trade | 323619 | 323619 | 74882 | 1907786 | 1122522 | 1907786 |
Largest Losing Trade | -243352 | -35462 | -243352 | -3011497 | -3011497 | -932934 |
Avg Bars in Trades | 81 | 77 | 85 | 81 | 77 | 85 |
Avg Bars in Winners | 98 | 79 | 124 | 60 | 73 | 51 |
Avg Bars in Losers | 63 | 73 | 56 | 99 | 79 | 125 |
Bars Traded | 5226 | 2476 | 2750 | 5226 | 2476 | 2750 |
Profit Streak | 16.382 | 16.382 | 42.0486 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -298673 | -132764 | -582690 | -723826 | -584456 | 323831 |
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 19, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 237, "offset": 19, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 118, "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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