Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2167390.6525 | 2028702.4604 | 138688.1921 | 127959383.9214 | 82482174.4643 | 45477209.4571 |
Total P&L (%) | 2167.3907 | 2028.7025 | 138.6882 | 127959.3839 | 82482.1745 | 45477.2095 |
Avg Daily Profit (%) | 0.9598 | 0.8984 | 0.0614 | 0.3173 | 0.2979 | 0.2715 |
Buy And Hold Return (%) | 8206.2317 | 8206.2317 | 8206.2317 | 8206.2317 | 8206.2317 | 8206.2317 |
Max Trade Drawdown | -74644 | -56119 | -61758 | -30840586 | -32110945 | -6095483 |
Profit Factor | 7.0746 | 13.2489 | 1.7255 | 3.0245 | 2.7262 | 3.9484 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 60.8696 | 57.1429 | 64.7059 | 60.8696 | 57.1429 | 64.7059 |
Ratio Avg Win / Avg Loss | 4.5479 | 9.9367 | 0.9412 | 1.9443 | 2.0447 | 2.1537 |
Largest Winning Trade | 1003798 | 1003798 | 52203 | 71211073 | 71211073 | 26367085 |
Largest Losing Trade | -60421 | -30577 | -60421 | -30840586 | -30840586 | -5920557 |
Avg Bars in Trades | 126 | 139 | 114 | 126 | 139 | 114 |
Avg Bars in Winners | 154 | 173 | 136 | 154 | 173 | 136 |
Avg Bars in Losers | 84 | 93 | 73 | 84 | 93 | 73 |
Bars Traded | 8759 | 4870 | 3889 | 8759 | 4870 | 3889 |
Profit Streak | 132.0725 | 141.3225 | 132.0725 | 132.0725 | 141.3225 | 132.0725 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247184 | -142120 | -273748 | -88421 | 574317 | 617670 |
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{ "first_band": { "type": "ssf", "factors": { "length": 216, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 216, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 121, "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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