Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644371.3028 | 510816.5646 | 133554.7381 | 1493569.7652 | 1227730.5628 | 265839.2024 |
Total P&L (%) | 644.3713 | 510.8166 | 133.5547 | 1493.5698 | 1227.7306 | 265.8392 |
Avg Daily Profit (%) | 0.343 | 0.2719 | 0.0711 | 0.1475 | 0.1377 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130536 | -78164 | -150152 | -366667 | -151121 | -376795 |
Profit Factor | 2.2512 | 3.0859 | 1.4945 | 2.5408 | 3.9607 | 1.4793 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.0769 | 40.625 | 45.4545 | 43.0769 | 40.625 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.9749 | 4.5102 | 1.7934 | 3.3575 | 5.7887 | 1.7751 |
Largest Winning Trade | 219891 | 219891 | 65577 | 425720 | 425720 | 211468 |
Largest Losing Trade | -41225 | -41225 | -35152 | -134724 | -64719 | -134724 |
Avg Bars in Trades | 85 | 75 | 94 | 85 | 75 | 94 |
Avg Bars in Winners | 141 | 127 | 152 | 141 | 127 | 152 |
Avg Bars in Losers | 42 | 39 | 46 | 42 | 39 | 46 |
Bars Traded | 5532 | 2405 | 3127 | 5532 | 2405 | 3127 |
Profit Streak | 331.957 | 369.957 | 331.957 | 331.957 | 369.957 | 331.957 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124019 | 439627 | -96084 | -128474 | -4029 | -98879 |
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "sinwma", "factors": { "length": 9, "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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