Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1129496.82 | -107190.6112 | -1022306.2088 | -96519.2242 | 1734632.5812 | -1831151.8055 |
Total P&L (%) | -1129.4968 | -107.1906 | -1022.3062 | -96.5192 | 1734.6326 | -1831.1518 |
Avg Daily Profit (%) | -0.6117 | -0.0581 | -0.5536 | -0.1817 | 0.1577 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1231002 | -253290 | -1087772 | -5599105 | -2183427 | -3415678 |
Profit Factor | 0.3094 | 0.7114 | 0.1914 | 0.9847 | 1.6493 | 0.4945 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 66 | 31 | 35 | 48 | 25 | 23 |
Losing Trades | 21 | 12 | 9 | 39 | 18 | 21 |
Profitability (%) | 75.8621 | 72.093 | 79.5455 | 55.1724 | 58.1395 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.0985 | 0.2754 | 0.0492 | 0.8 | 1.1875 | 0.4515 |
Largest Winning Trade | 37838 | 37838 | 21544 | 2393694 | 2393694 | 1507722 |
Largest Losing Trade | -1020387 | -65243 | -1020387 | -1137734 | -1016926 | -1137734 |
Avg Bars in Trades | 82 | 100 | 64 | 82 | 100 | 64 |
Avg Bars in Winners | 29 | 34 | 24 | 85 | 102 | 67 |
Avg Bars in Losers | 248 | 270 | 219 | 78 | 98 | 61 |
Bars Traded | 7163 | 4330 | 2833 | 7163 | 4330 | 2833 |
Profit Streak | 75.7481 | 75.7481 | 279.7481 | 75.7481 | 75.7481 | 279.7481 |
Trades During Streak | 15 | 7 | 11 | 15 | 7 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575191 | -576296 | -575371 | -578151 | 444985 | -578906 |
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{ "first_band": { "type": "ssf", "factors": { "length": 13, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 13, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 214, "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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