Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901138.6973 | 794653.6457 | 106485.0516 | 8607599.7513 | 8749110.0516 | -141510.3003 |
Total P&L (%) | 901.1387 | 794.6536 | 106.4851 | 8607.5998 | 8749.1101 | -141.5103 |
Avg Daily Profit (%) | 0.3604 | 0.3178 | 0.0426 | 0.1788 | 0.1795 | 0 |
Buy And Hold Return (%) | 749.333 | 749.333 | 749.333 | 749.333 | 749.333 | 749.333 |
Max Trade Drawdown | -80042 | -43845 | -60693 | -2688057 | -895255 | -2413224 |
Profit Factor | 2.7941 | 4.357 | 1.401 | 1.9592 | 3.2682 | 0.9723 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 50.5155 | 45.8333 | 55.102 | 50.5155 | 45.8333 | 55.102 |
Ratio Avg Win / Avg Loss | 2.7371 | 5.1492 | 1.1415 | 1.9192 | 3.8625 | 0.7923 |
Largest Winning Trade | 361958 | 361958 | 51207 | 4260282 | 4260282 | 855846 |
Largest Losing Trade | -55032 | -27592 | -55032 | -2127043 | -844981 | -2127043 |
Avg Bars in Trades | 100 | 100 | 100 | 100 | 100 | 100 |
Avg Bars in Winners | 131 | 135 | 127 | 131 | 135 | 127 |
Avg Bars in Losers | 68 | 70 | 67 | 68 | 70 | 67 |
Bars Traded | 9728 | 4811 | 4917 | 9728 | 4811 | 4917 |
Profit Streak | 167.5711 | 167.5711 | 245.5711 | 167.5711 | 167.5711 | 245.5711 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86272 | -131157 | -298962 | 479320 | 487637 | -578643 |
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 164, "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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