Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -810637.4138 | 126360.1367 | -936997.5505 | -1851028.0508 | -6827411.6927 | 4976383.6419 |
Total P&L (%) | -810.6374 | 126.3601 | -936.9976 | -1851.0281 | -6827.4117 | 4976.3836 |
Avg Daily Profit (%) | -0.4392 | 0.0685 | -0.5077 | 0 | 0 | 0.213 |
Buy And Hold Return (%) | 428.5432 | 428.5432 | 428.5432 | 428.5432 | 428.5432 | 428.5432 |
Max Trade Drawdown | -944992 | -128506 | -983868 | -15004188 | -10493949 | -5297888 |
Profit Factor | 0.4674 | 1.4776 | 0.2549 | 0.9356 | 0.5462 | 1.3636 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 20 | 17 | 29 | 14 | 15 |
Losing Trades | 25 | 11 | 14 | 33 | 17 | 16 |
Profitability (%) | 59.6774 | 64.5161 | 54.8387 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.3158 | 0.8127 | 0.2099 | 1.0646 | 0.6632 | 1.4545 |
Largest Winning Trade | 59481 | 59481 | 53577 | 11492356 | 1407383 | 11492356 |
Largest Losing Trade | -538517 | -75046 | -538517 | -9246313 | -9246313 | -3948352 |
Avg Bars in Trades | 174 | 183 | 165 | 174 | 183 | 165 |
Avg Bars in Winners | 94 | 108 | 79 | 182 | 196 | 170 |
Avg Bars in Losers | 291 | 320 | 269 | 166 | 172 | 160 |
Bars Traded | 10803 | 5688 | 5115 | 10803 | 5688 | 5115 |
Profit Streak | 0 | 197.7814 | 0 | 55.948 | 0 | 188.1147 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -738023 | -264595 | -580190 | -738303 | -582699 | 335237 |
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 204, "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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