Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2029102.311 | -35493.5789 | -1993608.7321 | -29482.5298 | 4433335.7473 | -4462818.2771 |
Total P&L (%) | -2029.1023 | -35.4936 | -1993.6087 | -29.4825 | 4433.3357 | -4462.8183 |
Avg Daily Profit (%) | -1.0857 | -0.019 | -1.0667 | -0.0187 | 0.2043 | 0 |
Buy And Hold Return (%) | 490.8854 | 490.8854 | 490.8854 | 490.8854 | 490.8854 | 490.8854 |
Max Trade Drawdown | -2264794 | -165836 | -2138910 | -5456171 | -256046 | -6008239 |
Profit Factor | 0.2503 | 0.8945 | 0.1588 | 0.9966 | 9.2405 | 0.4541 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 58 | 25 | 33 | 52 | 29 | 23 |
Losing Trades | 35 | 21 | 14 | 41 | 17 | 24 |
Profitability (%) | 62.3656 | 54.3478 | 70.2128 | 55.914 | 63.0435 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.151 | 0.7514 | 0.0674 | 0.7858 | 5.4168 | 0.4739 |
Largest Winning Trade | 39172 | 39172 | 26937 | 2763082 | 2373660 | 2763082 |
Largest Losing Trade | -1509129 | -59535 | -1509129 | -5456171 | -256046 | -5456171 |
Avg Bars in Trades | 58 | 65 | 51 | 58 | 65 | 51 |
Avg Bars in Winners | 32 | 30 | 34 | 66 | 76 | 52 |
Avg Bars in Losers | 101 | 106 | 93 | 48 | 45 | 51 |
Bars Traded | 5442 | 3003 | 2439 | 5442 | 3003 | 2439 |
Profit Streak | 38.4666 | 38.4666 | 41.1333 | 38.4666 | 38.4666 | 41.1333 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577390 | -579152 | -576651 | -578226 | 696797 | -579685 |
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{ "first_band": { "type": "ssf", "factors": { "length": 23, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 23, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 101, "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) |
---|