Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1579377.7895 | -95187.3981 | -1484190.3913 | -85148.4711 | -5124542.5551 | 5039394.084 |
Total P&L (%) | -1579.3778 | -95.1874 | -1484.1904 | -85.1485 | -5124.5426 | 5039.3941 |
Avg Daily Profit (%) | -0.8458 | -0.051 | -0.7949 | -0.1021 | 0 | 0.2112 |
Buy And Hold Return (%) | 483.5112 | 483.5112 | 483.5112 | 483.5112 | 483.5112 | 483.5112 |
Max Trade Drawdown | -1818690 | -235450 | -1603630 | -5302638 | -5786574 | -2811849 |
Profit Factor | 0.2303 | 0.7136 | 0.1368 | 0.9917 | 0.1642 | 2.2051 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 45 | 19 | 26 | 45 | 18 | 27 |
Losing Trades | 22 | 14 | 8 | 22 | 15 | 7 |
Profitability (%) | 67.1642 | 57.5758 | 76.4706 | 67.1642 | 54.5455 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.1126 | 0.5258 | 0.0421 | 0.4849 | 0.1369 | 0.5717 |
Largest Winning Trade | 42377 | 42377 | 28793 | 6616049 | 501990 | 6616049 |
Largest Losing Trade | -949427 | -58520 | -949427 | -2811849 | -2408793 | -2811849 |
Avg Bars in Trades | 107 | 132 | 84 | 107 | 132 | 84 |
Avg Bars in Winners | 40 | 42 | 39 | 57 | 56 | 58 |
Avg Bars in Losers | 245 | 254 | 230 | 210 | 223 | 182 |
Bars Traded | 7224 | 4365 | 2859 | 7224 | 4365 | 2859 |
Profit Streak | 155.8238 | 155.8238 | 271.8238 | 155.8238 | 155.8238 | 271.8238 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -697967 | -578408 | -575925 | -697967 | -578801 | 532288 |
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{ "first_band": { "type": "ssf", "factors": { "length": 19, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 238, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 19, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 238, "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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