Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118759.4859 | 918875.6089 | 199883.877 | 44171564.6987 | 73663649.5176 | -29492084.8189 |
Total P&L (%) | 1118.7595 | 918.8756 | 199.8839 | 44171.5647 | 73663.6495 | -29492.0848 |
Avg Daily Profit (%) | 0.4474 | 0.3675 | 0.0799 | 0.244 | 0.2644 | 0 |
Buy And Hold Return (%) | 858.9686 | 858.9686 | 858.9686 | 858.9686 | 858.9686 | 858.9686 |
Max Trade Drawdown | -84594 | -46001 | -80605 | -42645311 | -11709713 | -54364887 |
Profit Factor | 4.0644 | 7.2695 | 1.9147 | 1.4479 | 3.8854 | 0.5965 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 66.6667 | 63.8889 | 69.4444 | 66.6667 | 63.8889 | 69.4444 |
Ratio Avg Win / Avg Loss | 2.0322 | 4.1088 | 0.8425 | 0.7239 | 2.1961 | 0.2625 |
Largest Winning Trade | 313324 | 313324 | 48075 | 49555575 | 49555575 | 8004272 |
Largest Losing Trade | -71330 | -38529 | -71330 | -31402910 | -10267022 | -31402910 |
Avg Bars in Trades | 66 | 71 | 61 | 66 | 71 | 61 |
Avg Bars in Winners | 73 | 74 | 71 | 73 | 74 | 71 |
Avg Bars in Losers | 54 | 66 | 39 | 54 | 66 | 39 |
Bars Traded | 4813 | 2589 | 2224 | 4813 | 2589 | 2224 |
Profit Streak | 157.4634 | 163.4634 | 157.4634 | 157.4634 | 163.4634 | 157.4634 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134379 | -123318 | -247659 | -72222 | 659899 | -577294 |
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 12, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 105, "offset": 12, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 144, "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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