Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118767.3058 | 960401.5895 | 158365.7163 | 27461233.8691 | 39137498.8827 | -11676265.0136 |
Total P&L (%) | 1118.7673 | 960.4016 | 158.3657 | 27461.2339 | 39137.4989 | -11676.265 |
Avg Daily Profit (%) | 0.4474 | 0.3841 | 0.0633 | 0.225 | 0.2391 | 0 |
Buy And Hold Return (%) | 749.5487 | 749.5487 | 749.5487 | 749.5487 | 749.5487 | 749.5487 |
Max Trade Drawdown | -114241 | -89954 | -54519 | -40497561 | -21782220 | -20852735 |
Profit Factor | 2.9839 | 4.1409 | 1.6135 | 1.3929 | 2.0832 | 0.6542 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 52.2523 | 49.0909 | 55.3571 | 52.2523 | 49.0909 | 55.3571 |
Ratio Avg Win / Avg Loss | 2.7267 | 4.2943 | 1.3012 | 1.2728 | 2.1604 | 0.5276 |
Largest Winning Trade | 338163 | 338163 | 63775 | 41121694 | 41121694 | 6296183 |
Largest Losing Trade | -41726 | -41726 | -33938 | -15789689 | -11327156 | -15789689 |
Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Winners | 56 | 58 | 55 | 56 | 58 | 55 |
Avg Bars in Losers | 29 | 37 | 20 | 29 | 37 | 20 |
Bars Traded | 4857 | 2620 | 2237 | 4857 | 2620 | 2237 |
Profit Streak | 81.5577 | 83.0577 | 81.5577 | 81.5577 | 83.0577 | 81.5577 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 175411 | -241335 | -450998 | 376264 | -167517 | -759580 |
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{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 83, "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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