Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -720755.3245 | 157758.8134 | -878514.1379 | -1848473.9972 | -8041734.2337 | 6193260.2365 |
Total P&L (%) | -720.7553 | 157.7588 | -878.5141 | -1848.474 | -8041.7342 | 6193.2602 |
Avg Daily Profit (%) | -0.3973 | 0.087 | -0.4843 | 0 | 0 | 0.2286 |
Buy And Hold Return (%) | 595.519 | 595.519 | 595.519 | 595.519 | 595.519 | 595.519 |
Max Trade Drawdown | -866303 | -109001 | -911864 | -16640511 | -10544550 | -7691831 |
Profit Factor | 0.5303 | 1.508 | 0.2823 | 0.952 | 0.5934 | 1.3303 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 46 | 24 | 22 | 39 | 18 | 21 |
Losing Trades | 34 | 16 | 18 | 41 | 22 | 19 |
Profitability (%) | 57.5 | 60 | 55 | 48.75 | 45 | 52.5 |
Ratio Avg Win / Avg Loss | 0.392 | 1.0054 | 0.231 | 1.0008 | 0.7253 | 1.2036 |
Largest Winning Trade | 77137 | 77137 | 59213 | 15300659 | 2221158 | 15300659 |
Largest Losing Trade | -423470 | -79251 | -423470 | -9749477 | -9749477 | -6839784 |
Avg Bars in Trades | 43 | 46 | 41 | 43 | 46 | 41 |
Avg Bars in Winners | 28 | 28 | 28 | 42 | 47 | 37 |
Avg Bars in Losers | 64 | 73 | 56 | 45 | 45 | 44 |
Bars Traded | 3498 | 1850 | 1648 | 3498 | 1850 | 1648 |
Profit Streak | 8.647 | 62.147 | 0 | 0 | 0 | 103.147 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -602635 | -238973 | -580101 | -603375 | -582694 | 355022 |
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{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 78, "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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