Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527168.58 | 416842.1297 | 110326.4503 | -86988.2337 | 111476.8113 | -198465.045 |
Total P&L (%) | 527.1686 | 416.8421 | 110.3265 | -86.9882 | 111.4768 | -198.465 |
Avg Daily Profit (%) | 0.2429 | 0.1921 | 0.0508 | -0.0939 | 0.0345 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109707 | -83988 | -126564 | -205930 | -68341 | -237942 |
Profit Factor | 1.6969 | 2.2491 | 1.261 | 0.832 | 1.7818 | 0.4709 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 58.7629 | 52.0833 | 65.3061 | 58.7629 | 52.0833 | 65.3061 |
Ratio Avg Win / Avg Loss | 1.1908 | 2.0691 | 0.6699 | 0.5838 | 1.6393 | 0.2501 |
Largest Winning Trade | 112111 | 112111 | 51215 | 82187 | 82187 | 36328 |
Largest Losing Trade | -98669 | -38672 | -98669 | -199709 | -32236 | -199709 |
Avg Bars in Trades | 65 | 68 | 61 | 65 | 68 | 61 |
Avg Bars in Winners | 58 | 57 | 58 | 58 | 57 | 58 |
Avg Bars in Losers | 75 | 80 | 68 | 75 | 80 | 68 |
Bars Traded | 6320 | 3296 | 3024 | 6320 | 3296 | 3024 |
Profit Streak | 47.9533 | 0 | 147.9533 | 47.9533 | 0 | 147.9533 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448694 | 438944 | -123416 | -578822 | -143049 | -577345 |
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{ "first_band": { "type": "ssf", "factors": { "length": 226, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 102, "offset": 0 } } }
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# | 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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