Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101850.8976 | 55196.8473 | 46654.0503 | 77458.0058 | 46311.6252 | 31146.3806 |
Total P&L (%) | 101.8509 | 55.1968 | 46.6541 | 77.458 | 46.3116 | 31.1464 |
Avg Daily Profit (%) | 0.1956 | 0.106 | 0.0896 | 0.1102 | 0.0731 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82735 | -55279 | -65302 | -61417 | -42694 | -45863 |
Profit Factor | 1.3112 | 1.3916 | 1.2504 | 1.285 | 1.428 | 1.1904 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 57.9365 | 52.381 | 63.4921 | 57.9365 | 52.381 | 63.4921 |
Ratio Avg Win / Avg Loss | 0.952 | 1.2651 | 0.719 | 0.933 | 1.2982 | 0.6845 |
Largest Winning Trade | 17649 | 17411 | 17649 | 16287 | 13442 | 16287 |
Largest Losing Trade | -31209 | -21488 | -31209 | -45863 | -16698 | -45863 |
Avg Bars in Trades | 192 | 205 | 180 | 192 | 205 | 180 |
Avg Bars in Winners | 123 | 130 | 117 | 123 | 130 | 117 |
Avg Bars in Losers | 289 | 287 | 290 | 289 | 287 | 290 |
Bars Traded | 24306 | 12924 | 11382 | 24306 | 12924 | 11382 |
Profit Streak | 21.3102 | 21.3102 | 27.3936 | 21.3102 | 21.3102 | 27.3936 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306773 | -197272 | -220849 | -45113 | -241568 | -283069 |
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 250, "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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