Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117793.1673 | 49198.9235 | 68594.2438 | 129228.4401 | 49541.9498 | 79686.4903 |
Total P&L (%) | 117.7932 | 49.1989 | 68.5942 | 129.2284 | 49.542 | 79.6865 |
Avg Daily Profit (%) | 0.4523 | 0.1889 | 0.2634 | 0.3191 | 0.1546 | 0.2253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33015 | -27529 | -44301 | -87165 | -70606 | -112854 |
Profit Factor | 1.3939 | 1.2919 | 1.5257 | 1.198 | 1.1392 | 1.2685 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 65.6627 | 59.0361 | 72.2892 | 65.6627 | 59.0361 | 72.2892 |
Ratio Avg Win / Avg Loss | 0.7289 | 0.8964 | 0.5848 | 0.6265 | 0.7905 | 0.4863 |
Largest Winning Trade | 20510 | 18296 | 20510 | 34793 | 32780 | 34793 |
Largest Losing Trade | -32275 | -20770 | -32275 | -78421 | -47033 | -78421 |
Avg Bars in Trades | 148 | 150 | 147 | 148 | 150 | 147 |
Avg Bars in Winners | 109 | 101 | 116 | 109 | 101 | 116 |
Avg Bars in Losers | 223 | 220 | 227 | 223 | 220 | 227 |
Bars Traded | 24684 | 12460 | 12224 | 24684 | 12460 | 12224 |
Profit Streak | 5.8486 | 5.8486 | 8.4215 | 5.8486 | 5.8486 | 8.4215 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429199 | 193785 | 390932 | 267638 | -62281 | 326005 |
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{ "first_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 78, "offset": 108 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 147, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 78, "offset": 108 } } }
# | 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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