Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196448.8171 | 936592.8667 | 259855.9504 | 123168850.7159 | 121582035.5999 | 1586815.116 |
Total P&L (%) | 1196.4488 | 936.5929 | 259.856 | 123168.8507 | 121582.0356 | 1586.8151 |
Avg Daily Profit (%) | 0.4785 | 0.3746 | 0.1039 | 0.285 | 0.2845 | 0.1131 |
Buy And Hold Return (%) | 755.1295 | 755.1295 | 755.1295 | 755.1295 | 755.1295 | 755.1295 |
Max Trade Drawdown | -83522 | -43147 | -70011 | -31191509 | -7319871 | -50637493 |
Profit Factor | 4.6979 | 7.2379 | 2.4986 | 2.5035 | 6.5685 | 1.0264 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 65.3333 | 62.1622 | 68.4211 | 65.3333 | 62.1622 | 68.4211 |
Ratio Avg Win / Avg Loss | 2.4928 | 4.4057 | 1.1532 | 1.3284 | 3.9982 | 0.4737 |
Largest Winning Trade | 345048 | 345048 | 46256 | 62339612 | 62339612 | 13303086 |
Largest Losing Trade | -70011 | -41695 | -70011 | -29033061 | -7115150 | -29033061 |
Avg Bars in Trades | 64 | 69 | 60 | 64 | 69 | 60 |
Avg Bars in Winners | 68 | 71 | 65 | 68 | 71 | 65 |
Avg Bars in Losers | 58 | 66 | 50 | 58 | 66 | 50 |
Bars Traded | 4866 | 2569 | 2296 | 4866 | 2569 | 2296 |
Profit Streak | 149.8086 | 159.8086 | 149.8086 | 149.8086 | 159.8086 | 149.8086 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49297 | -70410 | -213006 | -45204 | 714081 | -237638 |
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{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 117, "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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