Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519372.8152 | 306267.5071 | 213105.308 | 821288.7681 | 11863.3135 | 809425.4546 |
Total P&L (%) | 519.3728 | 306.2675 | 213.1053 | 821.2888 | 11.8633 | 809.4255 |
Avg Daily Profit (%) | 0.286 | 0.1687 | 0.1173 | 0.1224 | 0.0062 | 0.1216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83822 | -62285 | -60264 | -1907322 | -1260469 | -1644788 |
Profit Factor | 2.0574 | 2.1326 | 1.9653 | 1.1208 | 1.0034 | 1.2443 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 46.25 | 42.5 | 50 | 46.25 | 42.5 | 50 |
Ratio Avg Win / Avg Loss | 2.391 | 2.8853 | 1.9653 | 1.3025 | 1.3575 | 1.2443 |
Largest Winning Trade | 234353 | 234353 | 70449 | 737922 | 737922 | 714233 |
Largest Losing Trade | -60264 | -21077 | -60264 | -1616687 | -491374 | -1616687 |
Avg Bars in Trades | 88 | 68 | 108 | 88 | 68 | 108 |
Avg Bars in Winners | 140 | 110 | 166 | 140 | 110 | 166 |
Avg Bars in Losers | 43 | 38 | 50 | 43 | 38 | 50 |
Bars Traded | 7090 | 2759 | 4331 | 7090 | 2759 | 4331 |
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 | -12552 | 306749 | -32579 | -142186 | -512058 | -30431 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "offset": 0, "poles": 2 } } }
# | 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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