Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897785.7201 | 675959.9344 | 221825.7857 | 1359359.3595 | 940236.0678 | 419123.2918 |
Total P&L (%) | 897.7857 | 675.9599 | 221.8258 | 1359.3594 | 940.2361 | 419.1233 |
Avg Daily Profit (%) | 0.6039 | 0.4547 | 0.1492 | 0.1805 | 0.1577 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97440 | -103526 | -71776 | -2883796 | -2359980 | -1847289 |
Profit Factor | 1.9232 | 2.3145 | 1.484 | 1.0894 | 1.1216 | 1.0561 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 83 | 33 | 50 | 83 | 33 | 50 |
Losing Trades | 139 | 78 | 61 | 139 | 78 | 61 |
Profitability (%) | 37.3874 | 29.7297 | 45.045 | 37.3874 | 29.7297 | 45.045 |
Ratio Avg Win / Avg Loss | 3.2207 | 5.4707 | 1.8105 | 1.8245 | 2.6512 | 1.2885 |
Largest Winning Trade | 580848 | 580848 | 39026 | 1260266 | 1260266 | 688830 |
Largest Losing Trade | -33135 | -20654 | -33135 | -944502 | -497700 | -944502 |
Avg Bars in Trades | 79 | 69 | 89 | 79 | 69 | 89 |
Avg Bars in Winners | 139 | 130 | 146 | 139 | 130 | 146 |
Avg Bars in Losers | 44 | 44 | 43 | 44 | 44 | 43 |
Bars Traded | 17720 | 7755 | 9965 | 17720 | 7755 | 9965 |
Profit Streak | 17.0158 | 17.0158 | 20.0991 | 17.0158 | 17.0158 | 20.0991 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448784 | 214715 | 245476 | -115839 | -86592 | -205458 |
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{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 52, "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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