Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773711.2265 | 772332.0738 | 1379.1527 | 364571.8901 | 733789.5097 | -369217.6196 |
Total P&L (%) | 773.7112 | 772.3321 | 1.3792 | 364.5719 | 733.7895 | -369.2176 |
Avg Daily Profit (%) | 0.4208 | 0.42 | 0.0008 | 0.0836 | 0.1154 | 0 |
Buy And Hold Return (%) | 231.5335 | 231.5335 | 231.5335 | 231.5335 | 231.5335 | 231.5335 |
Max Trade Drawdown | -95294 | -68940 | -71778 | -622996 | -338468 | -593132 |
Profit Factor | 2.4108 | 4.2446 | 1.0044 | 1.1211 | 1.5789 | 0.7882 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 34.4828 | 36.3636 | 32.5581 | 34.4828 | 36.3636 | 32.5581 |
Ratio Avg Win / Avg Loss | 4.5805 | 7.428 | 2.0806 | 2.1301 | 2.763 | 1.6327 |
Largest Winning Trade | 696148 | 696148 | 57211 | 609283 | 609283 | 282117 |
Largest Losing Trade | -31324 | -25092 | -31324 | -243649 | -179917 | -243649 |
Avg Bars in Trades | 80 | 78 | 82 | 80 | 78 | 82 |
Avg Bars in Winners | 163 | 147 | 182 | 163 | 147 | 182 |
Avg Bars in Losers | 36 | 39 | 34 | 36 | 39 | 34 |
Bars Traded | 7000 | 3458 | 3542 | 7000 | 3458 | 3542 |
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 | 212697 | 327673 | -578844 | -183137 | -43821 | -584732 |
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{ "first_band": { "type": "wma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 42, "offset": 0, "poles": 2 } } }
# | 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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