Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472478.5597 | 298504.5326 | 173974.0272 | 658490.4528 | 623861.4596 | 34628.9933 |
Total P&L (%) | 472.4786 | 298.5045 | 173.974 | 658.4905 | 623.8615 | 34.629 |
Avg Daily Profit (%) | 0.2802 | 0.177 | 0.1032 | 0.1202 | 0.1175 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111500 | -90673 | -80774 | -1532430 | -595490 | -1154014 |
Profit Factor | 1.416 | 1.5266 | 1.3059 | 1.0774 | 1.1567 | 1.0076 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Losing Trades | 181 | 94 | 87 | 181 | 94 | 87 |
Profitability (%) | 44.3077 | 41.9753 | 46.6258 | 44.3077 | 41.9753 | 46.6258 |
Ratio Avg Win / Avg Loss | 1.7799 | 2.1102 | 1.4949 | 1.3542 | 1.599 | 1.1535 |
Largest Winning Trade | 100752 | 100752 | 43143 | 658054 | 658054 | 457993 |
Largest Losing Trade | -35319 | -29077 | -35319 | -416826 | -330082 | -416826 |
Avg Bars in Trades | 61 | 61 | 62 | 61 | 61 | 62 |
Avg Bars in Winners | 84 | 89 | 78 | 84 | 89 | 78 |
Avg Bars in Losers | 44 | 40 | 47 | 44 | 40 | 47 |
Bars Traded | 20130 | 9954 | 10176 | 20130 | 9954 | 10176 |
Profit Streak | 13.9143 | 37.081 | 13.9143 | 13.9143 | 37.081 | 13.9143 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387816 | 293982 | -55546 | -166964 | -84639 | -384531 |
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{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 109, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 58, "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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