Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100986.8966 | 44906.8779 | 56080.0188 | 99976.161 | 43240.4144 | 56735.7466 |
Total P&L (%) | 100.9869 | 44.9069 | 56.08 | 99.9762 | 43.2404 | 56.7357 |
Avg Daily Profit (%) | 0.3878 | 0.1724 | 0.2153 | 0.2665 | 0.1381 | 0.1727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41711 | -30111 | -49053 | -104843 | -76449 | -126257 |
Profit Factor | 1.2645 | 1.232 | 1.2979 | 1.1221 | 1.1054 | 1.1389 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 50.6224 | 48.3333 | 52.8926 | 50.6224 | 48.3333 | 52.8926 |
Ratio Avg Win / Avg Loss | 1.2334 | 1.3169 | 1.1559 | 1.0945 | 1.1816 | 1.0144 |
Largest Winning Trade | 19669 | 19669 | 18343 | 34799 | 34799 | 30478 |
Largest Losing Trade | -19988 | -17429 | -19988 | -49326 | -32515 | -49326 |
Avg Bars in Trades | 102 | 101 | 102 | 102 | 101 | 102 |
Avg Bars in Winners | 93 | 89 | 96 | 93 | 89 | 96 |
Avg Bars in Losers | 111 | 113 | 109 | 111 | 113 | 109 |
Bars Traded | 24615 | 12206 | 12409 | 24615 | 12206 | 12409 |
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 | 325403 | 107584 | 203105 | -78073 | -117530 | -62448 |
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{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 171, "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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