Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486999.6522 | 250707.9095 | 236291.7428 | 2104554.1761 | 1729577.0419 | 374977.1342 |
Total P&L (%) | 486.9997 | 250.7079 | 236.2917 | 2104.5542 | 1729.577 | 374.9771 |
Avg Daily Profit (%) | 0.2868 | 0.1476 | 0.1392 | 0.1823 | 0.1713 | 0.0918 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63471 | -97870 | -45137 | -1303071 | -336312 | -1336677 |
Profit Factor | 1.7916 | 1.7918 | 1.7913 | 1.5558 | 2.1001 | 1.1694 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Profitability (%) | 38.7435 | 36.4583 | 41.0526 | 38.7435 | 36.4583 | 41.0526 |
Ratio Avg Win / Avg Loss | 2.8326 | 3.1229 | 2.5721 | 2.4599 | 3.6601 | 1.6791 |
Largest Winning Trade | 87707 | 87707 | 48395 | 940385 | 940385 | 571617 |
Largest Losing Trade | -24118 | -24118 | -19403 | -477097 | -197678 | -477097 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 3196 | 1513 | 1683 | 3196 | 1513 | 1683 |
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 | 311809 | 78160 | -7365 | 271635 | 233986 | -107021 |
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{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 174, "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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