Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631271.1953 | 537732.9981 | 93538.1973 | 824064.2219 | 545293.523 | 278770.699 |
Total P&L (%) | 631.2712 | 537.733 | 93.5382 | 824.0642 | 545.2935 | 278.7707 |
Avg Daily Profit (%) | 0.3334 | 0.284 | 0.0494 | 0.1175 | 0.0985 | 0.0704 |
Buy And Hold Return (%) | 25.12 | 25.12 | 25.12 | 25.12 | 25.12 | 25.12 |
Max Trade Drawdown | -131930 | -101176 | -96622 | -3373934 | -2075308 | -1852132 |
Profit Factor | 1.6234 | 2.0911 | 1.18 | 1.0744 | 1.0984 | 1.0503 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 38.6139 | 33.6634 | 43.5644 | 38.6139 | 33.6634 | 43.5644 |
Ratio Avg Win / Avg Loss | 2.5808 | 4.1208 | 1.5286 | 1.708 | 2.1646 | 1.3606 |
Largest Winning Trade | 312216 | 312216 | 50002 | 1385827 | 1385827 | 901918 |
Largest Losing Trade | -28811 | -28811 | -28525 | -694464 | -694464 | -429187 |
Avg Bars in Trades | 111 | 109 | 113 | 111 | 109 | 113 |
Avg Bars in Winners | 188 | 196 | 181 | 188 | 196 | 181 |
Avg Bars in Losers | 63 | 65 | 60 | 63 | 65 | 60 |
Bars Traded | 22534 | 11061 | 11473 | 22534 | 11061 | 11473 |
Profit Streak | 19.4148 | 0 | 26.9148 | 19.4148 | 0 | 26.9148 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339802 | 219373 | -153111 | -176137 | -178809 | -266424 |
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{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 250, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 60, "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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