Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700176.6461 | 556617.1302 | 143559.5159 | 2707756.5051 | 1832216.2578 | 875540.2472 |
Total P&L (%) | 700.1766 | 556.6171 | 143.5595 | 2707.7565 | 1832.2163 | 875.5402 |
Avg Daily Profit (%) | 0.28 | 0.2226 | 0.0574 | 0.1334 | 0.1185 | 0.0911 |
Buy And Hold Return (%) | 35.9772 | 35.9772 | 35.9772 | 35.9772 | 35.9772 | 35.9772 |
Max Trade Drawdown | -93479 | -72056 | -143694 | -1442366 | -972890 | -917962 |
Profit Factor | 1.6099 | 1.8913 | 1.2742 | 1.3275 | 1.3872 | 1.2476 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 41.0788 | 38.843 | 43.3333 | 41.0788 | 38.843 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.3091 | 2.9777 | 1.6663 | 1.9041 | 2.1841 | 1.6315 |
Largest Winning Trade | 135321 | 135321 | 38956 | 980165 | 980165 | 395133 |
Largest Losing Trade | -35635 | -35635 | -34022 | -412848 | -412848 | -332068 |
Avg Bars in Trades | 60 | 62 | 59 | 60 | 62 | 59 |
Avg Bars in Winners | 92 | 99 | 86 | 92 | 99 | 86 |
Avg Bars in Losers | 39 | 39 | 38 | 39 | 39 | 38 |
Bars Traded | 14692 | 7586 | 7106 | 14692 | 7586 | 7106 |
Profit Streak | 38.6852 | 43.3519 | 0 | 38.6852 | 43.3519 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363829 | 280876 | -120293 | -14776 | -36716 | -72852 |
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{ "first_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 118, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 88, "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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