Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490794.7206 | 1263306.2766 | 227488.444 | 9722573.3446 | -216713.854 | 9939287.1986 |
Total P&L (%) | 1490.7947 | 1263.3063 | 227.4884 | 9722.5733 | -216.7139 | 9939.2872 |
Avg Daily Profit (%) | 0.6251 | 0.5297 | 0.0954 | 0.1925 | 0 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98448 | -68257 | -78123 | -23325607 | -19525616 | -17151394 |
Profit Factor | 3.863 | 5.5389 | 1.9385 | 1.112 | 0.9955 | 1.256 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 47.4576 | 36.6667 | 58.6207 | 47.4576 | 36.6667 | 58.6207 |
Ratio Avg Win / Avg Loss | 4.2769 | 9.5672 | 1.3684 | 1.2311 | 1.7195 | 0.8866 |
Largest Winning Trade | 804674 | 804674 | 68388 | 11440100 | 11440100 | 9223930 |
Largest Losing Trade | -43505 | -43505 | -39001 | -9786855 | -8985670 | -9786855 |
Avg Bars in Trades | 157 | 126 | 188 | 157 | 126 | 188 |
Avg Bars in Winners | 252 | 239 | 260 | 252 | 239 | 260 |
Avg Bars in Losers | 70 | 61 | 86 | 70 | 61 | 86 |
Bars Traded | 9267 | 3796 | 5471 | 9267 | 3796 | 5471 |
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 | -161855 | 497287 | -61982 | -269878 | -583232 | 258935 |
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{ "first_band": { "type": "wma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 92, "offset": 0, "poles": 2 } } }
# | 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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