Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1186649.1645 | 973398.1247 | 213251.0399 | 4757428.7627 | 1089873.4172 | 3667555.3455 |
Total P&L (%) | 1186.6492 | 973.3981 | 213.251 | 4757.4288 | 1089.8734 | 3667.5553 |
Avg Daily Profit (%) | 0.5124 | 0.4203 | 0.0921 | 0.1678 | 0.107 | 0.1568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151496 | -131064 | -169279 | -4044479 | -4727143 | -1998899 |
Profit Factor | 1.7764 | 2.1825 | 1.3024 | 1.1794 | 1.0727 | 1.3184 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 121 | 53 | 68 | 121 | 53 | 68 |
Losing Trades | 273 | 144 | 129 | 273 | 144 | 129 |
Profitability (%) | 30.7107 | 26.9036 | 34.5178 | 30.7107 | 26.9036 | 34.5178 |
Ratio Avg Win / Avg Loss | 4.0079 | 5.9298 | 2.4707 | 2.6609 | 2.9144 | 2.5011 |
Largest Winning Trade | 544070 | 544070 | 59717 | 4125346 | 4125346 | 1277207 |
Largest Losing Trade | -23400 | -21808 | -23400 | -1007237 | -1007237 | -603600 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 79 | 79 | 78 | 79 | 79 | 78 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 13775 | 6480 | 7295 | 13775 | 6480 | 7295 |
Profit Streak | 13.8655 | 0 | 15.3655 | 13.8655 | 0 | 15.3655 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332382 | -6875 | -73779 | -19163 | -210177 | 144512 |
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{ "first_band": { "type": "ssf", "factors": { "length": 116, "offset": 4, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 116, "offset": 4, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 103, "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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