Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7044.9906 | -23426.9303 | 30471.921 | -6388.8779 | -36684.4322 | 30295.5543 |
Total P&L (%) | 7.045 | -23.4269 | 30.4719 | -6.3889 | -36.6844 | 30.2956 |
Avg Daily Profit (%) | 0.0499 | -0.1658 | 0.2156 | -0.0467 | -0.3229 | 0.1874 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54274 | -39835 | -32625 | -87368 | -57780 | -50484 |
Profit Factor | 1.0663 | 0.6308 | 1.713 | 0.9575 | 0.5866 | 1.4928 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 65 | 50 | 80 | 65 | 50 | 80 |
Ratio Avg Win / Avg Loss | 0.5742 | 0.6308 | 0.4282 | 0.5156 | 0.5866 | 0.3732 |
Largest Winning Trade | 7958 | 7958 | 7562 | 8876 | 7729 | 8876 |
Largest Losing Trade | -32625 | -19374 | -32625 | -50484 | -31887 | -50484 |
Avg Bars in Trades | 108 | 111 | 104 | 108 | 111 | 104 |
Avg Bars in Winners | 90 | 83 | 94 | 90 | 83 | 94 |
Avg Bars in Losers | 141 | 140 | 144 | 141 | 140 | 144 |
Bars Traded | 6484 | 3351 | 3133 | 6484 | 3351 | 3133 |
Profit Streak | 0 | 0 | 401.8006 | 0 | 0 | 401.8006 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -614660 | -582599 | 308234 | -754106 | -582599 | 267571 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 227, "offset": 0, "poles": 3 } } }
# | 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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