Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2312581.6071 | 42831.5705 | -2355413.1775 | -4330403.5467 | -23299621.2691 | 18969217.7224 |
Total P&L (%) | -2312.5816 | 42.8316 | -2355.4132 | -4330.4035 | -23299.6213 | 18969.2177 |
Avg Daily Profit (%) | -1.237 | 0.0229 | -1.2599 | 0 | 0 | 0.2813 |
Buy And Hold Return (%) | 5787.574 | 5787.574 | 5787.574 | 5787.574 | 5787.574 | 5787.574 |
Max Trade Drawdown | -2466854 | -163912 | -2437834 | -28707972 | -24193633 | -6744936 |
Profit Factor | 0.1705 | 1.201 | 0.0852 | 0.8946 | 0.1407 | 2.3585 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 24 | 21 | 24 | 9 | 15 |
Losing Trades | 17 | 7 | 10 | 38 | 22 | 16 |
Profitability (%) | 72.5806 | 77.4194 | 67.7419 | 38.7097 | 29.0323 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.0644 | 0.3503 | 0.0406 | 1.4164 | 0.3439 | 2.5157 |
Largest Winning Trade | 53783 | 36474 | 53783 | 26342292 | 1618769 | 26342292 |
Largest Losing Trade | -1761517 | -62059 | -1761517 | -11425071 | -11425071 | -4932326 |
Avg Bars in Trades | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Winners | 26 | 30 | 22 | 54 | 43 | 61 |
Avg Bars in Losers | 139 | 137 | 140 | 59 | 59 | 60 |
Bars Traded | 3577 | 1698 | 1879 | 3577 | 1698 | 1879 |
Profit Streak | 109.3582 | 157.3582 | 109.3582 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734997 | -325744 | -577955 | -742279 | -592860 | 348937 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 203, "offset": 0, "poles": 3 } } }
# | 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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