Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800169.6075 | 727799.9504 | 72369.657 | 3890181.3315 | 8138775.0482 | -4248593.7167 |
Total P&L (%) | 800.1696 | 727.8 | 72.3697 | 3890.1813 | 8138.775 | -4248.5937 |
Avg Daily Profit (%) | 0.32 | 0.2911 | 0.0289 | 0.1475 | 0.1766 | 0 |
Buy And Hold Return (%) | 761.7538 | 761.7538 | 761.7538 | 761.7538 | 761.7538 | 761.7538 |
Max Trade Drawdown | -90123 | -52351 | -110642 | -4855945 | -2046672 | -7586385 |
Profit Factor | 2.7519 | 4.8051 | 1.2726 | 1.2472 | 2.4791 | 0.585 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.3994 | 5.9357 | 1.572 | 1.5406 | 3.0624 | 0.7226 |
Largest Winning Trade | 313139 | 313139 | 46525 | 5755234 | 5755234 | 1090181 |
Largest Losing Trade | -58165 | -23737 | -58165 | -3884899 | -984857 | -3884899 |
Avg Bars in Trades | 94 | 94 | 93 | 94 | 94 | 93 |
Avg Bars in Winners | 116 | 119 | 113 | 116 | 119 | 113 |
Avg Bars in Losers | 76 | 74 | 77 | 76 | 74 | 77 |
Bars Traded | 7151 | 3600 | 3551 | 7151 | 3600 | 3551 |
Profit Streak | 143.6522 | 162.3189 | 143.6522 | 143.6522 | 162.3189 | 143.6522 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190246 | -150377 | -320426 | -50524 | 413803 | -582239 |
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{ "first_band": { "type": "ssf", "factors": { "length": 172, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 172, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 150, "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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