Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033071.0712 | 845739.4719 | 187331.5993 | 38276330.2967 | 49702311.3761 | -11425981.0794 |
Total P&L (%) | 1033.0711 | 845.7395 | 187.3316 | 38276.3303 | 49702.3114 | -11425.9811 |
Avg Daily Profit (%) | 0.4131 | 0.3382 | 0.0749 | 0.2382 | 0.2487 | 0 |
Buy And Hold Return (%) | 836.3216 | 836.3216 | 836.3216 | 836.3216 | 836.3216 | 836.3216 |
Max Trade Drawdown | -78932 | -45953 | -75909 | -17380256 | -4106456 | -28408667 |
Profit Factor | 4.4998 | 8.8272 | 2.0011 | 1.932 | 6.7882 | 0.6482 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 68.8525 | 64.5161 | 73.3333 | 68.8525 | 64.5161 | 73.3333 |
Ratio Avg Win / Avg Loss | 2.0356 | 4.8549 | 0.7277 | 0.874 | 3.7335 | 0.2357 |
Largest Winning Trade | 324774 | 324774 | 51775 | 29296442 | 29296442 | 4082848 |
Largest Losing Trade | -67030 | -37315 | -67030 | -16745690 | -3397978 | -16745690 |
Avg Bars in Trades | 77 | 82 | 71 | 77 | 82 | 71 |
Avg Bars in Winners | 78 | 78 | 77 | 78 | 78 | 77 |
Avg Bars in Losers | 75 | 90 | 54 | 75 | 90 | 54 |
Bars Traded | 4714 | 2572 | 2142 | 4714 | 2572 | 2142 |
Profit Streak | 111.1406 | 111.1406 | 232.1406 | 111.1406 | 111.1406 | 232.1406 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -237897 | -142122 | -253718 | -153342 | 697913 | -576827 |
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{ "first_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 147, "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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