Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76283.4931 | 31947.6115 | 44335.8817 | 105071.1762 | 39720.4478 | 65350.7283 |
Total P&L (%) | 76.2835 | 31.9476 | 44.3359 | 105.0712 | 39.7204 | 65.3507 |
Avg Daily Profit (%) | 1.4647 | 0.6134 | 0.8513 | 1.3886 | 0.6443 | 0.9703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20088 | -20875 | -5706 | -34637 | -35690 | -9166 |
Profit Factor | 1.9381 | 1.6823 | 2.2854 | 1.7607 | 1.4896 | 2.1467 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 67.1642 | 67.1642 | 67.1642 | 67.1642 | 67.1642 | 67.1642 |
Ratio Avg Win / Avg Loss | 0.9475 | 0.8225 | 1.1173 | 0.8608 | 0.7282 | 1.0495 |
Largest Winning Trade | 8893 | 8893 | 6718 | 14192 | 14192 | 7230 |
Largest Losing Trade | -10316 | -10316 | -4294 | -18236 | -18236 | -7287 |
Avg Bars in Trades | 178 | 186 | 169 | 178 | 186 | 169 |
Avg Bars in Winners | 143 | 133 | 152 | 143 | 133 | 152 |
Avg Bars in Losers | 249 | 294 | 205 | 249 | 294 | 205 |
Bars Traded | 23873 | 12504 | 11369 | 23873 | 12504 | 11369 |
Profit Streak | 8.8622 | 0 | 9.7914 | 8.8622 | 0 | 9.7914 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555172 | -107886 | -100931 | 540464 | -107765 | -99847 |
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{ "first_band": { "type": "ssf", "factors": { "length": 205, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 205, "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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