Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276598.6533 | 193565.8217 | 83032.8316 | 12194.4795 | 86192.9761 | -73998.4966 |
Total P&L (%) | 276.5987 | 193.5658 | 83.0328 | 12.1945 | 86.193 | -73.9985 |
Avg Daily Profit (%) | 0.1747 | 0.1222 | 0.0524 | 0.0073 | 0.0393 | -0.085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88656 | -120389 | -96561 | -129751 | -78303 | -153593 |
Profit Factor | 1.4468 | 1.667 | 1.2525 | 1.0214 | 1.376 | 0.7833 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 61.7647 | 58.8235 | 64.7059 | 61.7647 | 58.8235 | 64.7059 |
Ratio Avg Win / Avg Loss | 0.8956 | 1.1669 | 0.6832 | 0.6323 | 0.9632 | 0.4272 |
Largest Winning Trade | 89373 | 89373 | 39139 | 49486 | 49486 | 30350 |
Largest Losing Trade | -59557 | -55073 | -59557 | -91478 | -41489 | -91478 |
Avg Bars in Trades | 89 | 95 | 83 | 89 | 95 | 83 |
Avg Bars in Winners | 76 | 78 | 75 | 76 | 78 | 75 |
Avg Bars in Losers | 110 | 120 | 97 | 110 | 120 | 97 |
Bars Traded | 9113 | 4878 | 4235 | 9113 | 4878 | 4235 |
Profit Streak | 138.9958 | 148.9958 | 138.9958 | 138.9958 | 148.9958 | 138.9958 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359785 | -205303 | -301562 | -476034 | -319103 | -757575 |
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{ "first_band": { "type": "ssf", "factors": { "length": 190, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 190, "offset": 0, "poles": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 205, "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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