Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2421441.773 | 2257427.3059 | 164014.4671 | 27547126.4633 | 5759747.328 | 21787379.1353 |
Total P&L (%) | 2421.4418 | 2257.4273 | 164.0145 | 27547.1265 | 5759.7473 | 21787.3791 |
Avg Daily Profit (%) | 1.0187 | 0.9497 | 0.069 | 0.2368 | 0.1714 | 0.227 |
Buy And Hold Return (%) | 374.5462 | 374.5462 | 374.5462 | 374.5462 | 374.5462 | 374.5462 |
Max Trade Drawdown | -98481 | -106710 | -56410 | -27558658 | -19039904 | -13483459 |
Profit Factor | 6.4161 | 9.8833 | 1.85 | 1.4061 | 1.1378 | 1.8372 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 46.6667 | 40 | 53.3333 | 46.6667 | 40 | 53.3333 |
Ratio Avg Win / Avg Loss | 7.3327 | 14.8249 | 1.6187 | 1.607 | 1.7066 | 1.6075 |
Largest Winning Trade | 1786427 | 1786427 | 68497 | 18390387 | 18390387 | 13920951 |
Largest Losing Trade | -28698 | -28698 | -25981 | -10378241 | -10378241 | -5620475 |
Avg Bars in Trades | 76 | 71 | 80 | 76 | 71 | 80 |
Avg Bars in Winners | 111 | 125 | 100 | 111 | 125 | 100 |
Avg Bars in Losers | 45 | 35 | 57 | 45 | 35 | 57 |
Bars Traded | 4564 | 2154 | 2410 | 4564 | 2154 | 2410 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153268 | 620610 | -262687 | -164600 | -64018 | 436992 |
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 180, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 33, "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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