Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463416.7474 | 291000.8502 | 172415.8973 | 787247.3512 | 568908.9488 | 218338.4025 |
Total P&L (%) | 463.4167 | 291.0009 | 172.4159 | 787.2474 | 568.9089 | 218.3384 |
Avg Daily Profit (%) | 0.2762 | 0.1734 | 0.1027 | 0.1302 | 0.1133 | 0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131087 | -68854 | -72801 | -2704014 | -1433105 | -1313684 |
Profit Factor | 1.8598 | 2.0461 | 1.6611 | 1.1279 | 1.1927 | 1.0682 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 42.7273 | 36.3636 | 49.0909 | 42.7273 | 36.3636 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.4929 | 3.5807 | 1.7226 | 1.5119 | 2.0871 | 1.1078 |
Largest Winning Trade | 182218 | 182218 | 52142 | 1220233 | 1220233 | 624876 |
Largest Losing Trade | -24272 | -18922 | -24272 | -495338 | -495338 | -408428 |
Avg Bars in Trades | 179 | 159 | 199 | 179 | 159 | 199 |
Avg Bars in Winners | 278 | 281 | 276 | 278 | 281 | 276 |
Avg Bars in Losers | 105 | 90 | 124 | 105 | 90 | 124 |
Bars Traded | 19748 | 8786 | 10962 | 19748 | 8786 | 10962 |
Profit Streak | 38.7293 | 0 | 47.396 | 38.7293 | 0 | 47.396 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353231 | -174353 | -232514 | -99497 | -234436 | -426093 |
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{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 145, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 145, "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) |
---|