Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87374.5967 | 56861.8445 | 30512.7522 | 70142.7322 | 70184.7069 | -41.9748 |
Total P&L (%) | 87.3746 | 56.8618 | 30.5128 | 70.1427 | 70.1847 | -0.042 |
Avg Daily Profit (%) | 0.629 | 0.4093 | 0.2197 | 0.3833 | 0.3835 | -0.0003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48297 | -37280 | -43500 | -57357 | -28572 | -64543 |
Profit Factor | 1.3779 | 1.6005 | 1.2235 | 1.2702 | 1.8027 | 0.9998 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 62.1795 | 64.1026 | 60.2564 | 62.1795 | 64.1026 | 60.2564 |
Ratio Avg Win / Avg Loss | 0.8381 | 0.8963 | 0.807 | 0.7726 | 1.0095 | 0.6594 |
Largest Winning Trade | 24185 | 24185 | 12161 | 22755 | 22755 | 11566 |
Largest Losing Trade | -42290 | -13652 | -42290 | -57357 | -12398 | -57357 |
Avg Bars in Trades | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Winners | 74 | 74 | 74 | 74 | 74 | 74 |
Avg Bars in Losers | 99 | 100 | 98 | 99 | 100 | 98 |
Bars Traded | 13071 | 6547 | 6523 | 13071 | 6547 | 6523 |
Profit Streak | 135.8735 | 136.186 | 135.8735 | 135.8735 | 136.186 | 135.8735 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437304 | -24387 | -31389 | 338006 | -21675 | -614840 |
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 219, "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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