Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871715.3839 | 755021.8802 | 116693.5037 | 10587448.4989 | 16204995.6855 | -5617547.1866 |
Total P&L (%) | 871.7154 | 755.0219 | 116.6935 | 10587.4485 | 16204.9957 | -5617.5472 |
Avg Daily Profit (%) | 0.3486 | 0.3019 | 0.0467 | 0.187 | 0.2039 | 0 |
Buy And Hold Return (%) | 834.4037 | 834.4037 | 834.4037 | 834.4037 | 834.4037 | 834.4037 |
Max Trade Drawdown | -64630 | -45448 | -60560 | -9037266 | -2688116 | -8408463 |
Profit Factor | 3.4366 | 6.2972 | 1.5422 | 1.5876 | 3.5784 | 0.5212 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 59.322 | 60 | 58.6207 | 59.322 | 60 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.3565 | 4.1982 | 1.0886 | 1.0886 | 2.3856 | 0.3679 |
Largest Winning Trade | 302200 | 302200 | 48360 | 12623311 | 12623311 | 1030377 |
Largest Losing Trade | -44962 | -36602 | -44962 | -7101935 | -1480895 | -7101935 |
Avg Bars in Trades | 80 | 84 | 75 | 80 | 84 | 75 |
Avg Bars in Winners | 87 | 87 | 87 | 87 | 87 | 87 |
Avg Bars in Losers | 68 | 79 | 58 | 68 | 79 | 58 |
Bars Traded | 4729 | 2532 | 2197 | 4729 | 2532 | 2197 |
Profit Streak | 71.2334 | 155.7334 | 0 | 71.2334 | 155.7334 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -313718 | -146127 | -293733 | -167965 | 613325 | -579715 |
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{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 3 } }, "second_band": { "type": "wma", "factors": { "length": 139, "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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