Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443670.6877 | 354455.8818 | 89214.8058 | 142130.9936 | -48073.0662 | 190204.0598 |
Total P&L (%) | 443.6707 | 354.4559 | 89.2148 | 142.131 | -48.0731 | 190.2041 |
Avg Daily Profit (%) | 0.2309 | 0.1844 | 0.0464 | 0.046 | -0.0341 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153636 | -113848 | -66279 | -1106786 | -815280 | -349773 |
Profit Factor | 1.687 | 2.1473 | 1.2648 | 1.055 | 0.9677 | 1.1737 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 49.2308 | 43.75 | 54.5455 | 49.2308 | 43.75 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.7397 | 2.7608 | 1.054 | 1.088 | 1.2442 | 0.9781 |
Largest Winning Trade | 145720 | 145720 | 54340 | 649653 | 649653 | 237572 |
Largest Losing Trade | -61387 | -34630 | -61387 | -442062 | -442062 | -185270 |
Avg Bars in Trades | 115 | 130 | 100 | 115 | 130 | 100 |
Avg Bars in Winners | 123 | 136 | 112 | 123 | 136 | 112 |
Avg Bars in Losers | 107 | 125 | 86 | 107 | 125 | 86 |
Bars Traded | 7492 | 4175 | 3317 | 7492 | 4175 | 3317 |
Profit Streak | 0 | 45.1119 | 0 | 0 | 45.1119 | 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 | -125217 | 347956 | -130474 | -427769 | -581018 | -149445 |
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{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 128, "offset": 0 } } }
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# | 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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