Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665994.6724 | 355727.9072 | 310266.7651 | 4939708.8201 | -930051.7898 | 5869760.6099 |
Total P&L (%) | 665.9947 | 355.7279 | 310.2668 | 4939.7088 | -930.0518 | 5869.7606 |
Avg Daily Profit (%) | 0.3676 | 0.1964 | 0.1713 | 0.2166 | 0 | 0.226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100539 | -87486 | -76414 | -9234732 | -8623936 | -3649236 |
Profit Factor | 1.5425 | 1.5437 | 1.5412 | 1.107 | 0.9621 | 1.2716 |
Total Trades | 491 | 245 | 246 | 491 | 245 | 246 |
Winning Trades | 175 | 78 | 97 | 175 | 78 | 97 |
Losing Trades | 316 | 167 | 149 | 316 | 167 | 149 |
Profitability (%) | 35.6415 | 31.8367 | 39.4309 | 35.6415 | 31.8367 | 39.4309 |
Ratio Avg Win / Avg Loss | 2.7853 | 3.305 | 2.3674 | 1.999 | 2.0599 | 1.9533 |
Largest Winning Trade | 108805 | 108805 | 50152 | 3114278 | 3114278 | 2872772 |
Largest Losing Trade | -14294 | -14294 | -14224 | -1131262 | -1131262 | -851229 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 5350 | 2571 | 2779 | 5350 | 2571 | 2779 |
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 | 338654 | 151722 | 249969 | -96245 | -584059 | 222490 |
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{ "first_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 28, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 69, "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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