Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307031.7087 | 468461.2424 | -161429.5337 | -101846.6015 | -5984.4952 | -95862.1063 |
Total P&L (%) | 307.0317 | 468.4612 | -161.4295 | -101.8466 | -5.9845 | -95.8621 |
Avg Daily Profit (%) | 0.1661 | 0.2535 | -0.0873 | 0 | -0.0033 | -0.1722 |
Buy And Hold Return (%) | 96.1572 | 96.1572 | 96.1572 | 96.1572 | 96.1572 | 96.1572 |
Max Trade Drawdown | -349881 | -116744 | -254028 | -564598 | -353670 | -237582 |
Profit Factor | 1.3567 | 2.5072 | 0.7064 | 0.9145 | 0.9897 | 0.8437 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 17 | 17 | 30 | 17 | 13 |
Losing Trades | 38 | 19 | 19 | 42 | 19 | 23 |
Profitability (%) | 47.2222 | 47.2222 | 47.2222 | 41.6667 | 47.2222 | 36.1111 |
Ratio Avg Win / Avg Loss | 1.5164 | 2.8022 | 0.7895 | 1.2803 | 1.1061 | 1.4927 |
Largest Winning Trade | 291430 | 291430 | 72231 | 230960 | 150099 | 230960 |
Largest Losing Trade | -108376 | -47677 | -108376 | -161133 | -161133 | -101416 |
Avg Bars in Trades | 75 | 79 | 70 | 75 | 79 | 70 |
Avg Bars in Winners | 97 | 89 | 106 | 84 | 83 | 86 |
Avg Bars in Losers | 54 | 71 | 38 | 68 | 76 | 61 |
Bars Traded | 5408 | 2877 | 2531 | 5408 | 2877 | 2531 |
Profit Streak | 47.1167 | 47.1167 | 149.1167 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77506 | 391920 | -580508 | -666129 | -580193 | -584514 |
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{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 76, "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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