Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388613.909 | 1292160.3667 | 96453.5423 | 11530815.352 | 10879613.2514 | 651202.1005 |
Total P&L (%) | 1388.6139 | 1292.1604 | 96.4535 | 11530.8154 | 10879.6133 | 651.2021 |
Avg Daily Profit (%) | 0.7552 | 0.7027 | 0.0525 | 0.259 | 0.2558 | 0.1097 |
Buy And Hold Return (%) | 617.2674 | 617.2674 | 617.2674 | 617.2674 | 617.2674 | 617.2674 |
Max Trade Drawdown | -74551 | -59664 | -69286 | -11312768 | -10276272 | -8429526 |
Profit Factor | 3.1335 | 5.902 | 1.2491 | 1.2601 | 1.5959 | 1.025 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 38.8889 | 39.6825 | 38.0952 | 38.8889 | 39.6825 | 38.0952 |
Ratio Avg Win / Avg Loss | 4.9241 | 8.971 | 2.0297 | 1.9801 | 2.4258 | 1.6656 |
Largest Winning Trade | 793668 | 793668 | 74446 | 9059542 | 9059542 | 6835492 |
Largest Losing Trade | -49034 | -24191 | -49034 | -3065168 | -2403884 | -3065168 |
Avg Bars in Trades | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Winners | 156 | 140 | 173 | 156 | 140 | 173 |
Avg Bars in Losers | 40 | 43 | 38 | 40 | 43 | 38 |
Bars Traded | 10816 | 5151 | 5665 | 10816 | 5151 | 5665 |
Profit Streak | 31.3381 | 34.0047 | 0 | 31.3381 | 34.0047 | 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 | 363566 | -135904 | -439349 | 217669 | -138910 | -538303 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "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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