Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2830216.8532 | 2675956.9718 | 154259.8815 | 2711170.8111 | -1623185.0771 | 4334355.8881 |
Total P&L (%) | 2830.2169 | 2675.957 | 154.2599 | 2711.1708 | -1623.1851 | 4334.3559 |
Avg Daily Profit (%) | 1.2233 | 1.1567 | 0.0667 | 0.1443 | 0 | 0.164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137379 | -172703 | -58518 | -11017677 | -14902704 | -6169818 |
Profit Factor | 5.3805 | 7.6469 | 1.6335 | 1.0811 | 0.9248 | 1.3653 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 37.2881 | 30 | 44.8276 | 37.2881 | 30 | 44.8276 |
Ratio Avg Win / Avg Loss | 9.0491 | 17.8427 | 2.0105 | 1.8181 | 2.1579 | 1.6804 |
Largest Winning Trade | 2333208 | 2333208 | 53328 | 5678751 | 5678751 | 4028802 |
Largest Losing Trade | -54636 | -54636 | -47924 | -6328814 | -6328814 | -6169818 |
Avg Bars in Trades | 75 | 91 | 58 | 75 | 91 | 58 |
Avg Bars in Winners | 116 | 158 | 86 | 116 | 158 | 86 |
Avg Bars in Losers | 50 | 63 | 34 | 50 | 63 | 34 |
Bars Traded | 4439 | 2754 | 1685 | 4439 | 2754 | 1685 |
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 | -163113 | 510428 | -102875 | -314957 | -585825 | 261289 |
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{ "first_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 152, "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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