Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284438.435 | 983870.2975 | 300568.1374 | 441510425.6366 | 372649355.6077 | 68861070.0289 |
Total P&L (%) | 1284.4384 | 983.8703 | 300.5681 | 441510.4256 | 372649.3556 | 68861.07 |
Avg Daily Profit (%) | 0.5137 | 0.3935 | 0.1202 | 0.3362 | 0.3294 | 0.2618 |
Buy And Hold Return (%) | 777.3482 | 777.3482 | 777.3482 | 777.3482 | 777.3482 | 777.3482 |
Max Trade Drawdown | -38260 | -38374 | -33759 | -74205016 | -8340161 | -76921606 |
Profit Factor | 5.919 | 8.5343 | 3.3027 | 4.4954 | 12.9248 | 1.7244 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 68 | 64.8649 | 71.0526 | 68 | 64.8649 | 71.0526 |
Ratio Avg Win / Avg Loss | 2.7854 | 4.6227 | 1.3455 | 2.1155 | 7.0009 | 0.7025 |
Largest Winning Trade | 356188 | 356188 | 47724 | 195307753 | 195307753 | 52081027 |
Largest Losing Trade | -38260 | -38260 | -29665 | -74205016 | -8340161 | -74205016 |
Avg Bars in Trades | 97 | 104 | 90 | 97 | 104 | 90 |
Avg Bars in Winners | 99 | 103 | 95 | 99 | 103 | 95 |
Avg Bars in Losers | 92 | 106 | 75 | 92 | 106 | 75 |
Bars Traded | 7275 | 3854 | 3421 | 7275 | 3854 | 3421 |
Profit Streak | 153.56 | 162.8933 | 153.56 | 153.56 | 162.8933 | 153.56 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47302 | -62005 | -189393 | -40657 | 740547 | 459429 |
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 151, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 181, "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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