Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197779.9477 | 1020186.728 | 177593.2197 | 5290913.7354 | 2038194.4406 | 3252719.2947 |
Total P&L (%) | 1197.7799 | 1020.1867 | 177.5932 | 5290.9137 | 2038.1944 | 3252.7193 |
Avg Daily Profit (%) | 0.5165 | 0.4399 | 0.0766 | 0.1721 | 0.1322 | 0.1516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135596 | -114442 | -145056 | -19281641 | -16707570 | -4744798 |
Profit Factor | 1.9268 | 2.5112 | 1.2877 | 1.1308 | 1.0805 | 1.215 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 189 | 99 | 90 | 189 | 99 | 90 |
Profitability (%) | 32.0144 | 28.777 | 35.2518 | 32.0144 | 28.777 | 35.2518 |
Ratio Avg Win / Avg Loss | 4.0918 | 6.2152 | 2.3652 | 2.4013 | 2.6742 | 2.2315 |
Largest Winning Trade | 499315 | 499315 | 57896 | 14655967 | 14655967 | 3869008 |
Largest Losing Trade | -21910 | -21910 | -21663 | -2505330 | -2505330 | -1452278 |
Avg Bars in Trades | 32 | 30 | 34 | 32 | 30 | 34 |
Avg Bars in Winners | 71 | 71 | 71 | 71 | 71 | 71 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 8996 | 4197 | 4799 | 8996 | 4197 | 4799 |
Profit Streak | 16.334 | 0 | 18.084 | 16.334 | 0 | 18.084 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339734 | 54761 | -94933 | -72713 | -160417 | 105919 |
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 119, "offset": 0, "poles": 2 } }, "second_band": { "type": "fwma", "factors": { "length": 206, "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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