Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873275.1845 | 657451.0059 | 215824.1786 | 1839080.4401 | 1465620.5537 | 373459.8863 |
Total P&L (%) | 873.2752 | 657.451 | 215.8242 | 1839.0804 | 1465.6206 | 373.4599 |
Avg Daily Profit (%) | 0.5902 | 0.4443 | 0.1459 | 0.2006 | 0.1861 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107807 | -91402 | -49899 | -5082388 | -4355099 | -2541825 |
Profit Factor | 2.1249 | 2.5723 | 1.6026 | 1.098 | 1.1536 | 1.0405 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 57 | 21 | 36 | 57 | 21 | 36 |
Losing Trades | 119 | 67 | 52 | 119 | 67 | 52 |
Profitability (%) | 32.3864 | 23.8636 | 40.9091 | 32.3864 | 23.8636 | 40.9091 |
Ratio Avg Win / Avg Loss | 4.4362 | 8.2068 | 2.3148 | 2.2923 | 3.6805 | 1.5029 |
Largest Winning Trade | 437202 | 437202 | 67471 | 3506995 | 3506995 | 1523437 |
Largest Losing Trade | -24886 | -18141 | -24886 | -1579763 | -650574 | -1579763 |
Avg Bars in Trades | 98 | 77 | 119 | 98 | 77 | 119 |
Avg Bars in Winners | 215 | 201 | 223 | 215 | 201 | 223 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 17348 | 6826 | 10522 | 17348 | 6826 | 10522 |
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 | 341493 | -20111 | 30698 | -109520 | -77684 | -231369 |
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{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 2 } } }
# | 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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