Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348542.807 | 339892.8464 | 8649.9606 | 27416.2473 | 265112.0054 | -237695.7581 |
Total P&L (%) | 348.5428 | 339.8928 | 8.65 | 27.4162 | 265.112 | -237.6958 |
Avg Daily Profit (%) | 0.196 | 0.1911 | 0.0049 | 0.0136 | 0.0728 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124657 | -76290 | -144056 | -289691 | -163945 | -359542 |
Profit Factor | 1.1877 | 1.4205 | 1.0082 | 1.0079 | 1.1782 | 0.8803 |
Total Trades | 569 | 284 | 285 | 569 | 284 | 285 |
Winning Trades | 254 | 128 | 126 | 254 | 128 | 126 |
Losing Trades | 315 | 156 | 159 | 315 | 156 | 159 |
Profitability (%) | 44.6397 | 45.0704 | 44.2105 | 44.6397 | 45.0704 | 44.2105 |
Ratio Avg Win / Avg Loss | 1.4729 | 1.7313 | 1.2723 | 1.2499 | 1.436 | 1.1109 |
Largest Winning Trade | 90298 | 90298 | 54862 | 169514 | 169514 | 102439 |
Largest Losing Trade | -28548 | -17545 | -28548 | -91996 | -36479 | -91996 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 48 | 47 | 50 | 48 | 47 | 50 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 21249 | 10269 | 10980 | 21249 | 10269 | 10980 |
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 | -5597 | 305617 | -564871 | -388940 | -121156 | -580427 |
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{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 3 } } }
# | 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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