Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1795938.2816 | 1606397.9729 | 189540.3087 | 43152888.6323 | 49187259.2745 | -6034370.6423 |
Total P&L (%) | 1795.9383 | 1606.398 | 189.5403 | 43152.8886 | 49187.2593 | -6034.3706 |
Avg Daily Profit (%) | 0.7164 | 0.6408 | 0.0756 | 0.2424 | 0.2476 | 0 |
Buy And Hold Return (%) | 380.2935 | 380.2935 | 380.2935 | 380.2935 | 380.2935 | 380.2935 |
Max Trade Drawdown | -78358 | -59316 | -65018 | -64863865 | -39543104 | -59319862 |
Profit Factor | 4.6605 | 7.5623 | 1.771 | 1.2092 | 1.4596 | 0.9392 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 34.2342 | 30.3571 | 38.1818 | 34.2342 | 30.3571 | 38.1818 |
Ratio Avg Win / Avg Loss | 8.9531 | 17.3488 | 2.8674 | 2.3229 | 3.3485 | 1.5207 |
Largest Winning Trade | 1010143 | 1010143 | 57765 | 53854382 | 53854382 | 22147230 |
Largest Losing Trade | -28223 | -21770 | -28223 | -16581136 | -11039823 | -16581136 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Losers | 14 | 13 | 16 | 14 | 13 | 16 |
Bars Traded | 4898 | 2308 | 2590 | 4898 | 2308 | 2590 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452915 | -169661 | -439071 | 115338 | -177356 | -762651 |
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{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 192, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 4, "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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