Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688155.155 | 654556.026 | 33599.1289 | 659913.1579 | 690177.7969 | -30264.6389 |
Total P&L (%) | 688.1552 | 654.556 | 33.5991 | 659.9132 | 690.1778 | -30.2646 |
Avg Daily Profit (%) | 0.3738 | 0.3555 | 0.0183 | 0.1102 | 0.1123 | -0.0196 |
Buy And Hold Return (%) | 86.8577 | 86.8577 | 86.8577 | 86.8577 | 86.8577 | 86.8577 |
Max Trade Drawdown | -77943 | -68761 | -58066 | -1003470 | -441063 | -638908 |
Profit Factor | 2.425 | 4.3663 | 1.1165 | 1.2236 | 1.5661 | 0.9825 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 43.2836 | 44.1176 | 42.4242 | 43.2836 | 44.1176 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.1776 | 5.5306 | 1.5152 | 1.6033 | 1.9838 | 1.3334 |
Largest Winning Trade | 478645 | 478645 | 53743 | 571923 | 388384 | 571923 |
Largest Losing Trade | -44750 | -23494 | -44750 | -548775 | -219781 | -548775 |
Avg Bars in Trades | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Winners | 85 | 76 | 94 | 85 | 76 | 94 |
Avg Bars in Losers | 26 | 31 | 22 | 26 | 31 | 22 |
Bars Traded | 3496 | 1744 | 1752 | 3496 | 1744 | 1752 |
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 | -109745 | 518133 | -428517 | -168591 | -42081 | -582082 |
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "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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