Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117789.0158 | 58659.7227 | 59129.293 | 121408.1911 | 53970.9613 | 67437.2298 |
Total P&L (%) | 117.789 | 58.6597 | 59.1293 | 121.4082 | 53.971 | 67.4372 |
Avg Daily Profit (%) | 0.2262 | 0.1126 | 0.1135 | 0.1527 | 0.0829 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45909 | -38200 | -29675 | -104061 | -84077 | -64199 |
Profit Factor | 1.2709 | 1.2542 | 1.2897 | 1.153 | 1.1263 | 1.1841 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Losing Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Profitability (%) | 49.8113 | 50.7576 | 48.8722 | 49.8113 | 50.7576 | 48.8722 |
Ratio Avg Win / Avg Loss | 1.2805 | 1.2167 | 1.3492 | 1.1617 | 1.0927 | 1.2388 |
Largest Winning Trade | 26206 | 26206 | 17914 | 46651 | 46651 | 28849 |
Largest Losing Trade | -17566 | -13420 | -17566 | -30349 | -28695 | -30349 |
Avg Bars in Trades | 93 | 94 | 93 | 93 | 94 | 93 |
Avg Bars in Winners | 107 | 106 | 108 | 107 | 106 | 108 |
Avg Bars in Losers | 80 | 81 | 78 | 80 | 81 | 78 |
Bars Traded | 24863 | 12451 | 12412 | 24863 | 12451 | 12412 |
Profit Streak | 5.8894 | 0 | 14.5144 | 5.8894 | 0 | 14.5144 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330980 | -44263 | -42272 | -43552 | -165573 | -79075 |
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 97, "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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