Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1303076.8581 | 131472.2313 | -1434549.0894 | 354075.5436 | -5909713.334 | 6263788.8777 |
Total P&L (%) | -1303.0769 | 131.4722 | -1434.5491 | 354.0755 | -5909.7133 | 6263.7889 |
Avg Daily Profit (%) | -0.6638 | 0.067 | -0.7308 | 0.0771 | 0 | 0.2118 |
Buy And Hold Return (%) | 1612.0939 | 1612.0939 | 1612.0939 | 1612.0939 | 1612.0939 | 1612.0939 |
Max Trade Drawdown | -1556584 | -99248 | -1536502 | -7439678 | -6190682 | -4949326 |
Profit Factor | 0.3363 | 1.5224 | 0.1619 | 1.0223 | 0.2389 | 1.7752 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 24 | 21 | 43 | 22 | 21 |
Losing Trades | 27 | 12 | 15 | 29 | 14 | 15 |
Profitability (%) | 62.5 | 66.6667 | 58.3333 | 59.7222 | 61.1111 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.2018 | 0.7612 | 0.1156 | 0.6895 | 0.1521 | 1.268 |
Largest Winning Trade | 58560 | 57444 | 58560 | 12610351 | 836141 | 12610351 |
Largest Losing Trade | -1264425 | -62744 | -1264425 | -4755669 | -2630202 | -4755669 |
Avg Bars in Trades | 158 | 162 | 154 | 158 | 162 | 154 |
Avg Bars in Winners | 90 | 97 | 83 | 98 | 104 | 92 |
Avg Bars in Losers | 271 | 293 | 254 | 247 | 254 | 241 |
Bars Traded | 11421 | 5856 | 5565 | 11421 | 5856 | 5565 |
Profit Streak | 443.2015 | 443.2015 | 565.3682 | 443.2015 | 443.2015 | 565.3682 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -661319 | -266764 | -578365 | -534285 | -578754 | 377362 |
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{ "first_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 211, "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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