Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098231.3271 | 944640.0263 | 153591.3008 | 14426884.6328 | 2623423.6504 | 11803460.9824 |
Total P&L (%) | 1098.2313 | 944.64 | 153.5913 | 14426.8846 | 2623.4237 | 11803.461 |
Avg Daily Profit (%) | 0.5867 | 0.5046 | 0.0821 | 0.2663 | 0.1767 | 0.2556 |
Buy And Hold Return (%) | 418.2622 | 418.2622 | 418.2622 | 418.2622 | 418.2622 | 418.2622 |
Max Trade Drawdown | -136263 | -126922 | -72618 | -21994773 | -18581026 | -12097770 |
Profit Factor | 1.8504 | 2.4835 | 1.2346 | 1.1017 | 1.037 | 1.1664 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 199 | 103 | 96 | 199 | 103 | 96 |
Profitability (%) | 36.6242 | 34.3949 | 38.8535 | 36.6242 | 34.3949 | 38.8535 |
Ratio Avg Win / Avg Loss | 3.202 | 4.7371 | 1.943 | 1.9063 | 1.9779 | 1.8356 |
Largest Winning Trade | 248754 | 248754 | 49740 | 10901821 | 10901821 | 5910238 |
Largest Losing Trade | -29540 | -23952 | -29540 | -5926549 | -3635639 | -5926549 |
Avg Bars in Trades | 71 | 69 | 72 | 71 | 69 | 72 |
Avg Bars in Winners | 121 | 122 | 121 | 121 | 122 | 121 |
Avg Bars in Losers | 41 | 41 | 42 | 41 | 41 | 42 |
Bars Traded | 22370 | 10912 | 11457 | 22370 | 10912 | 11457 |
Profit Streak | 26.3047 | 34.8047 | 26.3047 | 26.3047 | 34.8047 | 26.3047 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319264 | 178191 | -251914 | -101536 | -176671 | -31388 |
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 71, "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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