Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2144772.3072 | 185584.7708 | -2330357.078 | 748185.8357 | 142825715.2116 | -142077529.3758 |
Total P&L (%) | -2144.7723 | 185.5848 | -2330.3571 | 748.1858 | 142825.7152 | -142077.5294 |
Avg Daily Profit (%) | -1.0497 | 0.0908 | -1.1405 | 0.1047 | 0.3562 | 0 |
Buy And Hold Return (%) | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 |
Max Trade Drawdown | -2289926 | -119892 | -2454650 | -621337168 | -117148609 | -505398808 |
Profit Factor | 0.3085 | 1.5013 | 0.1468 | 1.001 | 1.8352 | 0.7571 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 41 | 20 | 21 | 33 | 17 | 16 |
Losing Trades | 24 | 12 | 12 | 32 | 15 | 17 |
Profitability (%) | 63.0769 | 62.5 | 63.6364 | 50.7692 | 53.125 | 48.4848 |
Ratio Avg Win / Avg Loss | 0.1806 | 0.9008 | 0.0839 | 0.9707 | 1.6193 | 0.8044 |
Largest Winning Trade | 172074 | 172074 | 62821 | 236852524 | 154188399 | 236852524 |
Largest Losing Trade | -1377014 | -77455 | -1377014 | -505398808 | -80972912 | -505398808 |
Avg Bars in Trades | 121 | 128 | 113 | 121 | 128 | 113 |
Avg Bars in Winners | 65 | 69 | 62 | 131 | 146 | 115 |
Avg Bars in Losers | 215 | 227 | 203 | 110 | 109 | 112 |
Bars Traded | 7879 | 4123 | 3756 | 7879 | 4123 | 3756 |
Profit Streak | 0 | 427.6662 | 0 | 0 | 427.6662 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715082 | -234906 | -579035 | -575587 | 524391 | -581392 |
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 95, "offset": 26 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 181, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 95, "offset": 26 } } }
# | 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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