Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104857.6888 | 796137.2073 | 308720.4815 | 9112679.3287 | 2086763.2074 | 7025916.1213 |
Total P&L (%) | 1104.8577 | 796.1372 | 308.7205 | 9112.6793 | 2086.7632 | 7025.9161 |
Avg Daily Profit (%) | 0.7479 | 0.5389 | 0.209 | 0.3067 | 0.2091 | 0.2892 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63252 | -116575 | -52152 | -6411301 | -4317449 | -4329338 |
Profit Factor | 1.9632 | 2.3033 | 1.5757 | 1.2727 | 1.1161 | 1.4549 |
Total Trades | 359 | 179 | 180 | 359 | 179 | 180 |
Winning Trades | 129 | 53 | 76 | 129 | 53 | 76 |
Losing Trades | 230 | 126 | 104 | 230 | 126 | 104 |
Profitability (%) | 35.9331 | 29.6089 | 42.2222 | 35.9331 | 29.6089 | 42.2222 |
Ratio Avg Win / Avg Loss | 3.5002 | 5.4759 | 2.1562 | 2.2692 | 2.6534 | 1.991 |
Largest Winning Trade | 576613 | 576613 | 36974 | 3157430 | 3157430 | 1738329 |
Largest Losing Trade | -18486 | -15792 | -18486 | -1470982 | -1317268 | -1470982 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 90 | 92 | 89 | 90 | 92 | 89 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 17633 | 7912 | 9720 | 17633 | 7912 | 9720 |
Profit Streak | 8.8838 | 0 | 11.3005 | 8.8838 | 0 | 11.3005 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486909 | 223228 | 308720 | 253905 | -92688 | 321848 |
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{ "first_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 24, "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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