Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499456.6358 | 531120.3423 | -31663.7065 | 25870.5379 | 258101.7189 | -232231.181 |
Total P&L (%) | 499.4566 | 531.1203 | -31.6637 | 25.8705 | 258.1017 | -232.2312 |
Avg Daily Profit (%) | 0.267 | 0.284 | -0.0169 | 0.0123 | 0.0682 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -286708 | -90383 | -226239 | -295405 | -82585 | -230539 |
Profit Factor | 1.778 | 2.732 | 0.9056 | 1.0626 | 3.0577 | 0.1928 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 42.1053 | 44.8276 | 39.2857 | 42.1053 | 44.8276 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.4447 | 3.3625 | 1.3995 | 1.4611 | 3.7633 | 0.298 |
Largest Winning Trade | 239732 | 239732 | 64328 | 200540 | 200540 | 22832 |
Largest Losing Trade | -58242 | -40693 | -58242 | -113936 | -33985 | -113936 |
Avg Bars in Trades | 92 | 89 | 94 | 92 | 89 | 94 |
Avg Bars in Winners | 153 | 144 | 164 | 153 | 144 | 164 |
Avg Bars in Losers | 47 | 45 | 49 | 47 | 45 | 49 |
Bars Traded | 5260 | 2601 | 2659 | 5260 | 2601 | 2659 |
Profit Streak | 76.8295 | 360.8295 | 0 | 76.8295 | 360.8295 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170446 | 476795 | -604333 | -513537 | -96718 | -606000 |
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{ "first_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 241, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 143, "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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