Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161113.0887 | 1212442.442 | -51329.3532 | 215698.2474 | 969074.2074 | -753375.96 |
Total P&L (%) | 1161.1131 | 1212.4424 | -51.3294 | 215.6982 | 969.0742 | -753.376 |
Avg Daily Profit (%) | 0.639 | 0.6673 | -0.0283 | 0.0633 | 0.1305 | 0 |
Buy And Hold Return (%) | 578.6178 | 578.6178 | 578.6178 | 578.6178 | 578.6178 | 578.6178 |
Max Trade Drawdown | -153335 | -126845 | -121323 | -836389 | -446343 | -900857 |
Profit Factor | 2.7819 | 4.8974 | 0.8493 | 1.0824 | 1.8665 | 0.4971 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 37.0968 | 38.7097 | 35.4839 | 37.0968 | 38.7097 | 35.4839 |
Ratio Avg Win / Avg Loss | 4.7172 | 7.7542 | 1.5441 | 1.8354 | 2.9554 | 0.9038 |
Largest Winning Trade | 723870 | 723870 | 71158 | 812958 | 812958 | 176765 |
Largest Losing Trade | -47640 | -47640 | -39048 | -324010 | -156096 | -324010 |
Avg Bars in Trades | 85 | 85 | 84 | 85 | 85 | 84 |
Avg Bars in Winners | 134 | 137 | 132 | 134 | 137 | 132 |
Avg Bars in Losers | 56 | 53 | 58 | 56 | 53 | 58 |
Bars Traded | 5289 | 2663 | 2626 | 5289 | 2663 | 2626 |
Profit Streak | 0 | 159.2755 | 0 | 0 | 159.2755 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153540 | 361185 | -583685 | -566721 | -27388 | -586463 |
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{ "first_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 152, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 95, "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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