Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190273.7154 | 242522.4142 | -52248.6988 | -343150.8452 | -71888.909 | -271261.9361 |
Total P&L (%) | 190.2737 | 242.5224 | -52.2487 | -343.1508 | -71.8889 | -271.2619 |
Avg Daily Profit (%) | 0.1524 | 0.1942 | -0.0418 | 0 | -0.1016 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225965 | -62573 | -231781 | -408964 | -158782 | -328253 |
Profit Factor | 1.3302 | 2.3502 | 0.8683 | 0.5927 | 0.7512 | 0.5099 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 55 | 26 | 29 | 34 | 19 | 15 |
Losing Trades | 33 | 18 | 15 | 54 | 25 | 29 |
Profitability (%) | 62.5 | 59.0909 | 65.9091 | 38.6364 | 43.1818 | 34.0909 |
Ratio Avg Win / Avg Loss | 0.7981 | 1.6271 | 0.4491 | 0.9413 | 0.9884 | 0.9858 |
Largest Winning Trade | 61985 | 61985 | 31178 | 150602 | 53909 | 150602 |
Largest Losing Trade | -175816 | -28186 | -175816 | -291528 | -75702 | -291528 |
Avg Bars in Trades | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Winners | 36 | 42 | 31 | 77 | 78 | 76 |
Avg Bars in Losers | 83 | 80 | 86 | 39 | 42 | 37 |
Bars Traded | 4776 | 2552 | 2224 | 4776 | 2552 | 2224 |
Profit Streak | 44.8361 | 44.8361 | 46.3361 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339927 | 513798 | -577669 | -584962 | -583371 | -586906 |
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{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 63, "offset": 0, "poles": 2 } }, "second_band": { "type": "wma", "factors": { "length": 82, "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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