Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849235.5364 | 743570.626 | 105664.9104 | 6460652.0821 | 8277588.3278 | -1816936.2457 |
Total P&L (%) | 849.2355 | 743.5706 | 105.6649 | 6460.6521 | 8277.5883 | -1816.9362 |
Avg Daily Profit (%) | 0.3396 | 0.2974 | 0.0423 | 0.1675 | 0.1773 | 0 |
Buy And Hold Return (%) | 697.7606 | 697.7606 | 697.7606 | 697.7606 | 697.7606 | 697.7606 |
Max Trade Drawdown | -90593 | -49114 | -71582 | -4008410 | -1036651 | -4020058 |
Profit Factor | 2.9753 | 5.0134 | 1.4319 | 1.696 | 3.558 | 0.6995 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 51.1905 | 52.381 | 50 | 51.1905 | 52.381 | 50 |
Ratio Avg Win / Avg Loss | 2.8369 | 4.5576 | 1.4319 | 1.6171 | 3.2345 | 0.6995 |
Largest Winning Trade | 362179 | 362179 | 50738 | 4037220 | 4037220 | 768248 |
Largest Losing Trade | -71582 | -17765 | -71582 | -3667267 | -684673 | -3667267 |
Avg Bars in Trades | 85 | 86 | 84 | 85 | 86 | 84 |
Avg Bars in Winners | 109 | 114 | 103 | 109 | 114 | 103 |
Avg Bars in Losers | 60 | 55 | 65 | 60 | 55 | 65 |
Bars Traded | 7185 | 3632 | 3553 | 7185 | 3632 | 3553 |
Profit Streak | 159.5167 | 159.5167 | 236.5167 | 159.5167 | 159.5167 | 236.5167 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81564 | -127360 | -299949 | 458438 | 572325 | -579380 |
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 153, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 136, "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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