Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198625.5017 | 1046454.1257 | 152171.376 | 6104241.1379 | 5598499.1097 | 505742.0282 |
Total P&L (%) | 1198.6255 | 1046.4541 | 152.1714 | 6104.2411 | 5598.4991 | 505.742 |
Avg Daily Profit (%) | 0.5756 | 0.5025 | 0.0731 | 0.1984 | 0.1943 | 0.0865 |
Buy And Hold Return (%) | 102.7601 | 102.7601 | 102.7601 | 102.7601 | 102.7601 | 102.7601 |
Max Trade Drawdown | -164719 | -124956 | -201906 | -35724276 | -26215702 | -9508573 |
Profit Factor | 2.0506 | 2.8782 | 1.2607 | 1.0985 | 1.1497 | 1.0206 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 40.1914 | 36.1905 | 44.2308 | 40.1914 | 36.1905 | 44.2308 |
Ratio Avg Win / Avg Loss | 3.0515 | 5.0746 | 1.5896 | 1.6347 | 2.0271 | 1.2868 |
Largest Winning Trade | 487953 | 487953 | 57474 | 25265402 | 25265402 | 5616808 |
Largest Losing Trade | -28952 | -28053 | -28952 | -6993224 | -6993224 | -5736532 |
Avg Bars in Trades | 118 | 115 | 121 | 118 | 115 | 121 |
Avg Bars in Winners | 202 | 203 | 201 | 202 | 203 | 201 |
Avg Bars in Losers | 62 | 64 | 58 | 62 | 64 | 58 |
Bars Traded | 24751 | 12078 | 12673 | 24751 | 12078 | 12673 |
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 | 447306 | 377035 | -113127 | -105729 | -52418 | -278803 |
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{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 244, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 30, "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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