Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390169.1639 | 424818.1852 | -34649.0213 | -1031355.3591 | 1397310.3962 | -2428665.7553 |
Total P&L (%) | 390.1692 | 424.8182 | -34.649 | -1031.3554 | 1397.3104 | -2428.6658 |
Avg Daily Profit (%) | 0.1974 | 0.2149 | -0.0175 | 0 | 0.137 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276148 | -109009 | -311745 | -2314173 | -828649 | -2848750 |
Profit Factor | 1.3672 | 1.9296 | 0.9428 | 0.8435 | 1.6296 | 0.4442 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 70 | 33 | 37 | 66 | 36 | 30 |
Losing Trades | 69 | 36 | 33 | 73 | 33 | 40 |
Profitability (%) | 50.3597 | 47.8261 | 52.8571 | 47.482 | 52.1739 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.3476 | 2.105 | 0.8409 | 0.9329 | 1.4938 | 0.5923 |
Largest Winning Trade | 121776 | 121776 | 54813 | 529079 | 529079 | 253729 |
Largest Losing Trade | -215284 | -69190 | -215284 | -1139463 | -385261 | -1139463 |
Avg Bars in Trades | 55 | 61 | 50 | 55 | 61 | 50 |
Avg Bars in Winners | 55 | 58 | 52 | 60 | 63 | 56 |
Avg Bars in Losers | 56 | 63 | 48 | 51 | 58 | 46 |
Bars Traded | 7756 | 4220 | 3536 | 7756 | 4220 | 3536 |
Profit Streak | 490.0469 | 0 | 547.0469 | 0 | 567.7969 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327313 | -91390 | -673628 | -581389 | -108191 | -678013 |
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 88, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 101, "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) |
---|