Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476860.2129 | 399339.6784 | 77520.5345 | 123861.0684 | 384182.0523 | -260320.9839 |
Total P&L (%) | 476.8602 | 399.3397 | 77.5205 | 123.8611 | 384.1821 | -260.321 |
Avg Daily Profit (%) | 0.255 | 0.2136 | 0.0415 | 0.0431 | 0.0844 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143290 | -142963 | -124341 | -1155547 | -701105 | -646685 |
Profit Factor | 1.4303 | 1.7757 | 1.1306 | 1.0362 | 1.2402 | 0.8574 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 41.7143 | 36.7816 | 46.5909 | 41.7143 | 36.7816 | 46.5909 |
Ratio Avg Win / Avg Loss | 1.9985 | 3.0521 | 1.2961 | 1.4478 | 2.1315 | 0.9829 |
Largest Winning Trade | 108179 | 108179 | 63567 | 526724 | 526724 | 198235 |
Largest Losing Trade | -54467 | -30717 | -54467 | -332710 | -332710 | -205005 |
Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 14 | 13 | 14 | 14 | 13 | 14 |
Bars Traded | 3706 | 1813 | 1894 | 3706 | 1813 | 1894 |
Profit Streak | 22.8594 | 0 | 137.3594 | 22.8594 | 0 | 137.3594 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309662 | 213124 | -214300 | -317571 | -84650 | -580729 |
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{ "first_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 13, "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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