Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322854.1649 | 248621.6891 | 74232.4758 | -5194083.3909 | -2001010.3422 | -3193073.0486 |
Total P&L (%) | 322.8542 | 248.6217 | 74.2325 | -5194.0834 | -2001.0103 | -3193.073 |
Avg Daily Profit (%) | 0.3136 | 0.2415 | 0.0721 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238537 | -82881 | -24400 | -5544481 | -3295649 | -2882384 |
Profit Factor | 1.5995 | 2.0102 | 1.2539 | 0.4475 | 0.5995 | 0.275 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 40 | 19 | 21 | 20 | 12 | 8 |
Losing Trades | 20 | 11 | 9 | 40 | 18 | 22 |
Profitability (%) | 66.6667 | 63.3333 | 70 | 33.3333 | 40 | 26.6667 |
Ratio Avg Win / Avg Loss | 0.7998 | 1.1638 | 0.5374 | 0.895 | 0.8993 | 0.7563 |
Largest Winning Trade | 101787 | 101787 | 29391 | 811828 | 811828 | 606655 |
Largest Losing Trade | -218258 | -47879 | -218258 | -1406683 | -1406683 | -785187 |
Avg Bars in Trades | 198 | 224 | 173 | 198 | 224 | 173 |
Avg Bars in Winners | 150 | 154 | 146 | 283 | 327 | 217 |
Avg Bars in Losers | 296 | 345 | 236 | 156 | 155 | 157 |
Bars Traded | 11935 | 6726 | 5209 | 11935 | 6726 | 5209 |
Profit Streak | 22.583 | 0 | 44.6663 | 0 | 60.583 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161952 | 445154 | -95431 | -761037 | -584154 | -603294 |
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 248, "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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