Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2028749.0377 | -88754.5626 | -1939994.4751 | -153230.2042 | 2784408.5293 | -2937638.7335 |
Total P&L (%) | -2028.749 | -88.7546 | -1939.9945 | -153.2302 | 2784.4085 | -2937.6387 |
Avg Daily Profit (%) | -1.0845 | -0.0474 | -1.0371 | 0 | 0.1799 | 0 |
Buy And Hold Return (%) | 493.3757 | 493.3757 | 493.3757 | 493.3757 | 493.3757 | 493.3757 |
Max Trade Drawdown | -2145982 | -156926 | -2036216 | -2601341 | -329989 | -3599890 |
Profit Factor | 0.2159 | 0.7178 | 0.1464 | 0.9757 | 4.7493 | 0.4717 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 50 | 21 | 29 | 32 | 21 | 11 |
Losing Trades | 27 | 17 | 10 | 45 | 17 | 28 |
Profitability (%) | 64.9351 | 55.2632 | 74.359 | 41.5584 | 55.2632 | 28.2051 |
Ratio Avg Win / Avg Loss | 0.1166 | 0.5811 | 0.0505 | 1.3721 | 3.8447 | 1.2006 |
Largest Winning Trade | 34922 | 34922 | 31000 | 1570737 | 1241841 | 1570737 |
Largest Losing Trade | -1361658 | -61670 | -1361658 | -2381786 | -329989 | -2381786 |
Avg Bars in Trades | 70 | 78 | 63 | 70 | 78 | 63 |
Avg Bars in Winners | 36 | 38 | 34 | 104 | 106 | 101 |
Avg Bars in Losers | 134 | 127 | 146 | 46 | 43 | 48 |
Bars Traded | 5443 | 2979 | 2464 | 5443 | 2979 | 2464 |
Profit Streak | 78.8772 | 78.8772 | 124.2106 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623284 | -578713 | -576214 | -628671 | 549643 | -594779 |
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{ "first_band": { "type": "ssf", "factors": { "length": 44, "offset": 0, "poles": 2 } }, "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) |
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