Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497915.8281 | 1397222.1152 | 100693.7129 | 1024552.1438 | -310143.0238 | 1334695.1676 |
Total P&L (%) | 1497.9158 | 1397.2221 | 100.6937 | 1024.5521 | -310.143 | 1334.6952 |
Avg Daily Profit (%) | 0.8336 | 0.7776 | 0.056 | 0.1348 | 0 | 0.1483 |
Buy And Hold Return (%) | 241.7961 | 241.7961 | 241.7961 | 241.7961 | 241.7961 | 241.7961 |
Max Trade Drawdown | -93049 | -78214 | -109490 | -1679720 | -2059676 | -814717 |
Profit Factor | 4.3357 | 8.0201 | 1.4027 | 1.1706 | 0.9094 | 1.5169 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 43.3333 | 33.3333 | 53.3333 | 43.3333 | 33.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.6697 | 16.0402 | 1.2274 | 1.5308 | 1.8188 | 1.3272 |
Largest Winning Trade | 1087497 | 1087497 | 67530 | 962022 | 802096 | 962022 |
Largest Losing Trade | -93049 | -19368 | -93049 | -672582 | -415764 | -672582 |
Avg Bars in Trades | 172 | 139 | 206 | 172 | 139 | 206 |
Avg Bars in Winners | 299 | 277 | 313 | 299 | 277 | 313 |
Avg Bars in Losers | 76 | 70 | 84 | 76 | 70 | 84 |
Bars Traded | 10374 | 4186 | 6188 | 10374 | 4186 | 6188 |
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 | -156126 | 509742 | -282767 | -222583 | -584529 | 223583 |
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{ "first_band": { "type": "wma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } } }
# | 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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