Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583012.0853 | 667509.6806 | -84497.5953 | -14818.3165 | 101251.4607 | -116069.7772 |
Total P&L (%) | 583.0121 | 667.5097 | -84.4976 | -14.8183 | 101.2515 | -116.0698 |
Avg Daily Profit (%) | 0.3157 | 0.3615 | -0.0458 | -0.0087 | 0.0379 | 0 |
Buy And Hold Return (%) | 53.7179 | 53.7179 | 53.7179 | 53.7179 | 53.7179 | 53.7179 |
Max Trade Drawdown | -119587 | -75321 | -122908 | -104747 | -91588 | -91265 |
Profit Factor | 1.703 | 3.126 | 0.836 | 0.9744 | 1.4356 | 0.6655 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 45.8824 | 47.619 | 44.186 | 45.8824 | 47.619 | 44.186 |
Ratio Avg Win / Avg Loss | 2.0086 | 3.4386 | 1.0561 | 1.1493 | 1.5792 | 0.8406 |
Largest Winning Trade | 351450 | 351450 | 76274 | 86166 | 86166 | 31088 |
Largest Losing Trade | -63260 | -34685 | -63260 | -63260 | -35117 | -63260 |
Avg Bars in Trades | 127 | 124 | 129 | 127 | 124 | 129 |
Avg Bars in Winners | 186 | 171 | 203 | 186 | 171 | 203 |
Avg Bars in Losers | 76 | 82 | 71 | 76 | 82 | 71 |
Bars Traded | 10818 | 5232 | 5586 | 10818 | 5232 | 5586 |
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 | 391672 | 522310 | -581321 | -580485 | -148811 | -582988 |
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{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 55, "offset": 0 } } }
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# | 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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