Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030921.2873 | 855479.3545 | 175441.9327 | 16270412.6771 | 64765573.866 | -48495161.1889 |
Total P&L (%) | 1030.9213 | 855.4794 | 175.4419 | 16270.4127 | 64765.5739 | -48495.1612 |
Avg Daily Profit (%) | 0.4124 | 0.3422 | 0.0702 | 0.2041 | 0.2593 | 0 |
Buy And Hold Return (%) | 858.3543 | 858.3543 | 858.3543 | 858.3543 | 858.3543 | 858.3543 |
Max Trade Drawdown | -106897 | -54362 | -96956 | -69180096 | -5454673 | -68115425 |
Profit Factor | 3.5397 | 5.5451 | 1.8059 | 1.1722 | 4.1721 | 0.3454 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 64 | 64.8649 | 63.1579 | 64 | 64.8649 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.9911 | 3.0036 | 1.0534 | 0.6593 | 2.2599 | 0.2015 |
Largest Winning Trade | 220539 | 220539 | 63239 | 46041559 | 46041559 | 4685961 |
Largest Losing Trade | -86929 | -46387 | -86929 | -66415494 | -4790519 | -66415494 |
Avg Bars in Trades | 126 | 138 | 115 | 126 | 138 | 115 |
Avg Bars in Winners | 134 | 128 | 139 | 134 | 128 | 139 |
Avg Bars in Losers | 112 | 155 | 73 | 112 | 155 | 73 |
Bars Traded | 9481 | 5108 | 4373 | 9481 | 5108 | 4373 |
Profit Streak | 160.1344 | 162.6344 | 160.1344 | 160.1344 | 162.6344 | 160.1344 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144456 | -145431 | -260016 | -82532 | 670717 | -578093 |
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{ "first_band": { "type": "ssf", "factors": { "length": 164, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 250, "offset": 0 } } }
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# | 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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