Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017179.4728 | 744420.6939 | 272758.7788 | 4120993.4458 | 3073114.3992 | 1047879.0466 |
Total P&L (%) | 1017.1795 | 744.4207 | 272.7588 | 4120.9934 | 3073.1144 | 1047.879 |
Avg Daily Profit (%) | 0.6834 | 0.5002 | 0.1833 | 0.2518 | 0.2326 | 0.1641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89598 | -112477 | -102220 | -4226833 | -3656119 | -4657005 |
Profit Factor | 2.102 | 2.4705 | 1.6545 | 1.1541 | 1.2343 | 1.0769 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
Losing Trades | 124 | 69 | 55 | 124 | 69 | 55 |
Profitability (%) | 41.784 | 35.514 | 48.1132 | 41.784 | 35.514 | 48.1132 |
Ratio Avg Win / Avg Loss | 2.9287 | 4.4858 | 1.7843 | 1.608 | 2.2412 | 1.1614 |
Largest Winning Trade | 562606 | 562606 | 33856 | 1756208 | 1756208 | 1640753 |
Largest Losing Trade | -44009 | -20967 | -44009 | -1948640 | -1160970 | -1948640 |
Avg Bars in Trades | 82 | 83 | 82 | 82 | 83 | 82 |
Avg Bars in Winners | 123 | 129 | 118 | 123 | 129 | 118 |
Avg Bars in Losers | 53 | 57 | 48 | 53 | 57 | 48 |
Bars Traded | 17621 | 8890 | 8731 | 17621 | 8890 | 8731 |
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 | 507118 | 338712 | 345809 | -43476 | 115437 | -129172 |
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 200, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 124, "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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