Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1469828.1143 | 1361336.4469 | 108491.6674 | 7997041.6298 | 6648880.1842 | 1348161.4456 |
Total P&L (%) | 1469.8281 | 1361.3364 | 108.4917 | 7997.0416 | 6648.8802 | 1348.1614 |
Avg Daily Profit (%) | 0.5873 | 0.544 | 0.0434 | 0.1757 | 0.1685 | 0.1069 |
Buy And Hold Return (%) | 330.572 | 330.572 | 330.572 | 330.572 | 330.572 | 330.572 |
Max Trade Drawdown | -108306 | -51776 | -60616 | -11548114 | -7332305 | -9838611 |
Profit Factor | 4.3221 | 8.0404 | 1.4356 | 1.2086 | 1.3607 | 1.0677 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 38.0952 | 34.375 | 41.9355 | 38.0952 | 34.375 | 41.9355 |
Ratio Avg Win / Avg Loss | 7.0234 | 15.3498 | 1.9877 | 1.964 | 2.5977 | 1.4784 |
Largest Winning Trade | 912618 | 912618 | 59038 | 8291283 | 8291283 | 4838930 |
Largest Losing Trade | -32863 | -20213 | -32863 | -3684862 | -2562199 | -3684862 |
Avg Bars in Trades | 77 | 72 | 82 | 77 | 72 | 82 |
Avg Bars in Winners | 152 | 148 | 156 | 152 | 148 | 156 |
Avg Bars in Losers | 31 | 33 | 28 | 31 | 33 | 28 |
Bars Traded | 4883 | 2333 | 2550 | 4883 | 2333 | 2550 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139086 | 406085 | -301932 | -147440 | 116104 | -201247 |
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{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 239, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 16, "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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