Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306681.6466 | 1273866.3915 | 32815.2551 | 1665642.6385 | 1878556.2927 | -212913.6542 |
Total P&L (%) | 1306.6816 | 1273.8664 | 32.8153 | 1665.6426 | 1878.5563 | -212.9137 |
Avg Daily Profit (%) | 0.7201 | 0.702 | 0.0181 | 0.1583 | 0.1646 | 0 |
Buy And Hold Return (%) | 581.5377 | 581.5377 | 581.5377 | 581.5377 | 581.5377 | 581.5377 |
Max Trade Drawdown | -146858 | -88295 | -100978 | -1433457 | -792097 | -939414 |
Profit Factor | 3.6131 | 6.2012 | 1.1286 | 1.3361 | 1.7831 | 0.9167 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.7249 | 8.1093 | 1.4759 | 1.7472 | 2.3318 | 1.1988 |
Largest Winning Trade | 749374 | 749374 | 77784 | 1014822 | 1014822 | 672199 |
Largest Losing Trade | -68957 | -46945 | -68957 | -646493 | -646493 | -640963 |
Avg Bars in Trades | 87 | 86 | 89 | 87 | 86 | 89 |
Avg Bars in Winners | 133 | 128 | 138 | 133 | 128 | 138 |
Avg Bars in Losers | 52 | 53 | 52 | 52 | 53 | 52 |
Bars Traded | 5273 | 2583 | 2690 | 5273 | 2583 | 2690 |
Profit Streak | 0 | 101.9673 | 0 | 0 | 101.9673 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162074 | 473693 | -416155 | -170226 | 220723 | -581751 |
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{ "first_band": { "type": "ssf", "factors": { "length": 157, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 157, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 53, "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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