Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2951380.2806 | 2807852.573 | 143527.7076 | 164353451.0627 | 113730926.2 | 50622524.8627 |
Total P&L (%) | 2951.3803 | 2807.8526 | 143.5277 | 164353.4511 | 113730.9262 | 50622.5249 |
Avg Daily Profit (%) | 1.3055 | 1.242 | 0.0635 | 0.3281 | 0.3118 | 0.2759 |
Buy And Hold Return (%) | 8582.4183 | 8582.4183 | 8582.4183 | 8582.4183 | 8582.4183 | 8582.4183 |
Max Trade Drawdown | -61817 | -42426 | -52763 | -64700177 | -64700177 | -11923633 |
Profit Factor | 9.9601 | 16.659 | 1.9563 | 2.2537 | 2.0985 | 2.8372 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 56.1404 | 48.2759 | 64.2857 | 56.1404 | 48.2759 | 64.2857 |
Ratio Avg Win / Avg Loss | 7.7813 | 17.8489 | 1.0869 | 1.7607 | 2.2483 | 1.5762 |
Largest Winning Trade | 1833175 | 1833175 | 61203 | 134016174 | 134016174 | 34639463 |
Largest Losing Trade | -52763 | -34869 | -52763 | -64700177 | -64700177 | -11923633 |
Avg Bars in Trades | 115 | 132 | 97 | 115 | 132 | 97 |
Avg Bars in Winners | 141 | 182 | 110 | 141 | 182 | 110 |
Avg Bars in Losers | 81 | 85 | 73 | 81 | 85 | 73 |
Bars Traded | 6563 | 3839 | 2724 | 6563 | 3839 | 2724 |
Profit Streak | 62.753 | 214.4197 | 0 | 62.753 | 214.4197 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321789 | -143450 | -290530 | -164721 | 476378 | -5835 |
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{ "first_band": { "type": "ssf", "factors": { "length": 177, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 103, "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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