Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707167.7087 | 615133.6747 | 92034.0339 | 132905.9637 | 334286.9118 | -201380.9481 |
Total P&L (%) | 707.1677 | 615.1337 | 92.034 | 132.906 | 334.2869 | -201.3809 |
Avg Daily Profit (%) | 0.3789 | 0.3296 | 0.0493 | 0.0453 | 0.0787 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136715 | -85379 | -109850 | -474380 | -269931 | -360869 |
Profit Factor | 1.6751 | 2.0375 | 1.2025 | 1.0556 | 1.2606 | 0.8185 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 38.0282 | 30.9859 | 45.0704 | 38.0282 | 30.9859 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.7298 | 4.538 | 1.4655 | 1.7202 | 2.8078 | 0.9975 |
Largest Winning Trade | 323333 | 323333 | 64580 | 412211 | 412211 | 100996 |
Largest Losing Trade | -38644 | -32844 | -38644 | -193856 | -113718 | -193856 |
Avg Bars in Trades | 77 | 78 | 77 | 77 | 78 | 77 |
Avg Bars in Winners | 120 | 138 | 108 | 120 | 138 | 108 |
Avg Bars in Losers | 51 | 50 | 51 | 51 | 50 | 51 |
Bars Traded | 11038 | 5547 | 5491 | 11038 | 5547 | 5491 |
Profit Streak | 0 | 0 | 106.8888 | 0 | 0 | 106.8888 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304559 | -81334 | -215095 | -294974 | -181257 | -668298 |
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 111, "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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