Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235930.7596 | 403690.4941 | -167759.7345 | -101499.2251 | 488796.0141 | -590295.2392 |
Total P&L (%) | 235.9308 | 403.6905 | -167.7597 | -101.4992 | 488.796 | -590.2952 |
Avg Daily Profit (%) | 0.1458 | 0.2495 | -0.1037 | 0 | 0.1096 | 0 |
Buy And Hold Return (%) | 20.9668 | 20.9668 | 20.9668 | 20.9668 | 20.9668 | 20.9668 |
Max Trade Drawdown | -343733 | -270215 | -239841 | -815263 | -396807 | -624362 |
Profit Factor | 1.1864 | 1.6307 | 0.7317 | 0.9597 | 1.4335 | 0.5756 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 88 | 42 | 46 | 95 | 54 | 41 |
Losing Trades | 103 | 54 | 49 | 96 | 42 | 54 |
Profitability (%) | 46.0733 | 43.75 | 48.4211 | 49.7382 | 56.25 | 43.1579 |
Ratio Avg Win / Avg Loss | 1.3887 | 2.0966 | 0.7795 | 0.9698 | 1.1149 | 0.7581 |
Largest Winning Trade | 179745 | 179745 | 59862 | 346275 | 346275 | 271627 |
Largest Losing Trade | -103521 | -42121 | -103521 | -288126 | -143550 | -288126 |
Avg Bars in Trades | 99 | 103 | 95 | 99 | 103 | 95 |
Avg Bars in Winners | 135 | 150 | 122 | 108 | 112 | 103 |
Avg Bars in Losers | 68 | 67 | 69 | 90 | 92 | 88 |
Bars Traded | 18987 | 9950 | 9037 | 18987 | 9950 | 9037 |
Profit Streak | 0 | 0 | 0 | 510.0463 | 558.0463 | 510.0463 |
Trades During Streak | 0 | 0 | 0 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14352 | 302512 | -581692 | -578543 | -43847 | -583155 |
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 75, "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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