Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346448.0126 | 333798.4442 | 12649.5683 | -124391.157 | 208400.7024 | -332791.8593 |
Total P&L (%) | 346.448 | 333.7984 | 12.6496 | -124.3912 | 208.4007 | -332.7919 |
Avg Daily Profit (%) | 0.184 | 0.1773 | 0.0067 | 0 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218455 | -122475 | -126128 | -1176247 | -437245 | -828952 |
Profit Factor | 1.2981 | 1.6327 | 1.0199 | 0.9536 | 1.1798 | 0.7816 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 103 | 54 | 49 | 111 | 57 | 54 |
Losing Trades | 113 | 54 | 59 | 105 | 51 | 54 |
Profitability (%) | 47.6852 | 50 | 45.3704 | 51.3889 | 52.7778 | 50 |
Ratio Avg Win / Avg Loss | 1.4241 | 1.6327 | 1.2281 | 0.9021 | 1.0556 | 0.7816 |
Largest Winning Trade | 211278 | 211278 | 40766 | 398099 | 398099 | 274127 |
Largest Losing Trade | -109572 | -39647 | -109572 | -333624 | -195710 | -333624 |
Avg Bars in Trades | 34 | 34 | 33 | 34 | 34 | 33 |
Avg Bars in Winners | 36 | 33 | 40 | 32 | 35 | 29 |
Avg Bars in Losers | 31 | 36 | 27 | 35 | 34 | 37 |
Bars Traded | 7358 | 3768 | 3589 | 7358 | 3768 | 3589 |
Profit Streak | 0 | 31.8492 | 0 | 18.8492 | 0 | 42.3492 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280327 | 388514 | -467865 | -578906 | -135676 | -580057 |
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{ "first_band": { "type": "wma", "factors": { "length": 18, "offset": 66 } }, "second_band": { "type": "ssf", "factors": { "length": 194, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 18, "offset": 66 } }, "second_band": { "type": "ssf", "factors": { "length": 194, "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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