Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385788.5012 | 364827.6276 | 20960.8736 | 97721.2776 | 19818.9643 | 77902.3133 |
Total P&L (%) | 385.7885 | 364.8276 | 20.9609 | 97.7213 | 19.819 | 77.9023 |
Avg Daily Profit (%) | 0.3556 | 0.3363 | 0.0193 | 0.0629 | 0.0167 | 0.0531 |
Buy And Hold Return (%) | 12.2848 | 12.2848 | 12.2848 | 12.2848 | 12.2848 | 12.2848 |
Max Trade Drawdown | -158391 | -96964 | -80072 | -977697 | -771614 | -419949 |
Profit Factor | 1.9127 | 2.6709 | 1.1026 | 1.0402 | 1.0143 | 1.0747 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40 | 37.5 | 42.4242 | 40 | 37.5 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.8691 | 4.4516 | 1.4964 | 1.5602 | 1.6904 | 1.4585 |
Largest Winning Trade | 381133 | 381133 | 40792 | 440193 | 440193 | 220585 |
Largest Losing Trade | -32034 | -26735 | -32034 | -231083 | -231083 | -136270 |
Avg Bars in Trades | 62 | 77 | 48 | 62 | 77 | 48 |
Avg Bars in Winners | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Losers | 50 | 73 | 27 | 50 | 73 | 27 |
Bars Traded | 4078 | 2465 | 1613 | 4078 | 2465 | 1613 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127583 | 323560 | -286551 | -424399 | -388675 | -263779 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "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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