Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932597.1046 | 990120.4849 | -57523.3803 | 143365.6898 | 586603.5254 | -443237.8356 |
Total P&L (%) | 932.5971 | 990.1205 | -57.5234 | 143.3657 | 586.6035 | -443.2378 |
Avg Daily Profit (%) | 0.5143 | 0.546 | -0.0317 | 0.0491 | 0.1063 | 0 |
Buy And Hold Return (%) | 545.3857 | 545.3857 | 545.3857 | 545.3857 | 545.3857 | 545.3857 |
Max Trade Drawdown | -152191 | -103026 | -145720 | -570755 | -259475 | -508046 |
Profit Factor | 2.2485 | 3.9881 | 0.8616 | 1.0736 | 1.7367 | 0.6155 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 40.6977 | 44.186 | 37.2093 | 40.6977 | 44.186 | 37.2093 |
Ratio Avg Win / Avg Loss | 3.2763 | 5.0376 | 1.454 | 1.5643 | 2.1937 | 1.0387 |
Largest Winning Trade | 597428 | 597428 | 66551 | 546616 | 546616 | 152200 |
Largest Losing Trade | -45362 | -32754 | -45362 | -140527 | -107201 | -140527 |
Avg Bars in Trades | 62 | 60 | 63 | 62 | 60 | 63 |
Avg Bars in Winners | 93 | 84 | 103 | 93 | 84 | 103 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 5356 | 2616 | 2740 | 5356 | 2616 | 2740 |
Profit Streak | 0 | 107.3208 | 0 | 0 | 107.3208 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 100569 | 312362 | -584034 | -435065 | -190879 | -584034 |
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{ "first_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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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