Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2782600.6655 | 2809846.8441 | -27246.1787 | 1394878.6537 | 24598987.7011 | -23204109.0474 |
Total P&L (%) | 2782.6007 | 2809.8468 | -27.2462 | 1394.8787 | 24598.9877 | -23204.109 |
Avg Daily Profit (%) | 1.3622 | 1.3756 | -0.0133 | 0.1325 | 0.2701 | 0 |
Buy And Hold Return (%) | 2805.6917 | 2805.6917 | 2805.6917 | 2805.6917 | 2805.6917 | 2805.6917 |
Max Trade Drawdown | -174394 | -100669 | -136024 | -18701514 | -4634023 | -23516549 |
Profit Factor | 4.735 | 9.5583 | 0.9346 | 1.0367 | 3.5848 | 0.186 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 43.0769 | 36.3636 | 50 | 43.0769 | 36.3636 | 50 |
Ratio Avg Win / Avg Loss | 6.2569 | 16.7271 | 0.9346 | 1.3699 | 6.2734 | 0.186 |
Largest Winning Trade | 1940240 | 1940240 | 76023 | 18319453 | 18319453 | 1652032 |
Largest Losing Trade | -81506 | -51071 | -81506 | -12369293 | -2422262 | -12369293 |
Avg Bars in Trades | 183 | 176 | 190 | 183 | 176 | 190 |
Avg Bars in Winners | 277 | 273 | 279 | 277 | 273 | 279 |
Avg Bars in Losers | 112 | 120 | 101 | 112 | 120 | 101 |
Bars Traded | 11911 | 5811 | 6100 | 11911 | 5811 | 6100 |
Profit Streak | 327.2731 | 340.9398 | 0 | 327.2731 | 340.9398 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -282905 | -147864 | -580810 | -500064 | 383502 | -580810 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 186, "offset": 0, "poles": 3 } } }
# | 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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