Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2122540.3843 | 1960844.8622 | 161695.5222 | 13395582.7325 | -969696.8763 | 14365279.6089 |
Total P&L (%) | 2122.5404 | 1960.8449 | 161.6955 | 13395.5827 | -969.6969 | 14365.2796 |
Avg Daily Profit (%) | 0.9355 | 0.8642 | 0.0713 | 0.2164 | 0 | 0.2195 |
Buy And Hold Return (%) | 204.0541 | 204.0541 | 204.0541 | 204.0541 | 204.0541 | 204.0541 |
Max Trade Drawdown | -84294 | -89403 | -46814 | -16758316 | -21607889 | -11618626 |
Profit Factor | 4.9985 | 7.1298 | 1.7665 | 1.174 | 0.9791 | 1.47 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 50.6024 | 45.2381 | 56.0976 | 50.6024 | 45.2381 | 56.0976 |
Ratio Avg Win / Avg Loss | 4.8795 | 8.6309 | 1.3825 | 1.146 | 1.1852 | 1.1504 |
Largest Winning Trade | 1088122 | 1088122 | 49303 | 17582299 | 17582299 | 6634112 |
Largest Losing Trade | -38430 | -38430 | -35802 | -7130519 | -6666517 | -7130519 |
Avg Bars in Trades | 106 | 108 | 104 | 106 | 108 | 104 |
Avg Bars in Winners | 147 | 164 | 133 | 147 | 164 | 133 |
Avg Bars in Losers | 64 | 61 | 68 | 64 | 61 | 68 |
Bars Traded | 8832 | 4537 | 4295 | 8832 | 4537 | 4295 |
Profit Streak | 0 | 0 | 164.815 | 0 | 0 | 164.815 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 715604 | 717890 | -259535 | -22147 | -580919 | 400297 |
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{ "first_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 247, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 90, "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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