Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796528.1852 | 432113.2913 | 364414.8939 | 15838555.6472 | -6516363.2928 | 22354918.9401 |
Total P&L (%) | 796.5282 | 432.1133 | 364.4149 | 15838.5556 | -6516.3633 | 22354.9189 |
Avg Daily Profit (%) | 0.4381 | 0.2377 | 0.2004 | 0.2793 | 0 | 0.2982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123004 | -92675 | -50667 | -38063685 | -33465092 | -13452065 |
Profit Factor | 1.8103 | 1.8084 | 1.8126 | 1.1218 | 0.9109 | 1.3931 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 133 | 62 | 71 | 133 | 62 | 71 |
Losing Trades | 196 | 103 | 93 | 196 | 103 | 93 |
Profitability (%) | 40.4255 | 37.5758 | 43.2927 | 40.4255 | 37.5758 | 43.2927 |
Ratio Avg Win / Avg Loss | 2.6678 | 3.0042 | 2.3742 | 1.6532 | 1.5133 | 1.8247 |
Largest Winning Trade | 110714 | 110714 | 55158 | 15116064 | 15116064 | 9728163 |
Largest Losing Trade | -22371 | -22371 | -15206 | -4582532 | -4582532 | -3772954 |
Avg Bars in Trades | 65 | 63 | 68 | 65 | 63 | 68 |
Avg Bars in Winners | 106 | 107 | 105 | 106 | 107 | 105 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 21692 | 10518 | 11174 | 21692 | 10518 | 11174 |
Profit Streak | 18.0648 | 18.0648 | 19.6482 | 18.0648 | 18.0648 | 19.6482 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452529 | 266946 | 335360 | -77621 | -581958 | 320154 |
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 129, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 52, "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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