Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827802.0217 | 774993.0655 | 52808.9562 | 2262037.8365 | 4970235.8087 | -2708197.9722 |
Total P&L (%) | 827.802 | 774.9931 | 52.809 | 2262.0378 | 4970.2358 | -2708.198 |
Avg Daily Profit (%) | 0.331 | 0.3099 | 0.0211 | 0.1265 | 0.1571 | 0 |
Buy And Hold Return (%) | 778.7358 | 778.7358 | 778.7358 | 778.7358 | 778.7358 | 778.7358 |
Max Trade Drawdown | -95869 | -54776 | -103503 | -3063731 | -931990 | -4029105 |
Profit Factor | 2.5081 | 4.2885 | 1.1686 | 1.2285 | 2.4021 | 0.5739 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 50.6494 | 50 | 51.2821 | 50.6494 | 50 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.4438 | 4.2885 | 1.1102 | 1.197 | 2.4021 | 0.5452 |
Largest Winning Trade | 378470 | 378470 | 50655 | 2895687 | 2895687 | 519051 |
Largest Losing Trade | -71582 | -35181 | -71582 | -2740786 | -741782 | -2740786 |
Avg Bars in Trades | 93 | 95 | 90 | 93 | 95 | 90 |
Avg Bars in Winners | 122 | 123 | 121 | 122 | 123 | 121 |
Avg Bars in Losers | 62 | 68 | 57 | 62 | 68 | 57 |
Bars Traded | 7174 | 3646 | 3528 | 7174 | 3646 | 3528 |
Profit Streak | 162.957 | 169.957 | 162.957 | 162.957 | 169.957 | 162.957 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177048 | -148546 | -364349 | -72064 | 461392 | -579625 |
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{ "first_band": { "type": "ssf", "factors": { "length": 232, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 166, "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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