Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -751795.6376 | 151877.7211 | -903673.3588 | -2555747.8157 | -8432513.3458 | 5876765.5301 |
Total P&L (%) | -751.7956 | 151.8777 | -903.6734 | -2555.7478 | -8432.5133 | 5876.7655 |
Avg Daily Profit (%) | -0.4145 | 0.0837 | -0.4982 | 0 | 0 | 0.2258 |
Buy And Hold Return (%) | 509.7733 | 509.7733 | 509.7733 | 509.7733 | 509.7733 | 509.7733 |
Max Trade Drawdown | -904168 | -107778 | -960725 | -21526991 | -14673743 | -6853248 |
Profit Factor | 0.4991 | 1.5991 | 0.2755 | 0.931 | 0.559 | 1.328 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 37 | 20 | 17 | 32 | 16 | 16 |
Losing Trades | 28 | 13 | 15 | 33 | 17 | 16 |
Profitability (%) | 56.9231 | 60.6061 | 53.125 | 49.2308 | 48.4848 | 50 |
Ratio Avg Win / Avg Loss | 0.3777 | 1.0394 | 0.2431 | 0.9601 | 0.594 | 1.328 |
Largest Winning Trade | 74443 | 74443 | 53015 | 13589840 | 2068782 | 13589840 |
Largest Losing Trade | -482363 | -76838 | -482363 | -11542783 | -11542783 | -5486715 |
Avg Bars in Trades | 161 | 172 | 150 | 161 | 172 | 150 |
Avg Bars in Winners | 96 | 109 | 80 | 156 | 173 | 139 |
Avg Bars in Losers | 247 | 268 | 229 | 166 | 171 | 161 |
Bars Traded | 10498 | 5684 | 4814 | 10498 | 5684 | 4814 |
Profit Streak | 33.0556 | 164.8889 | 0 | 0 | 0 | 154.3889 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715339 | -242324 | -580405 | -717076 | -581392 | 340002 |
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{ "first_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 193, "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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