Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 572124.019 | 388369.1381 | 183754.8809 | 1002505.497 | 27782.8094 | 974722.6876 |
Total P&L (%) | 572.124 | 388.3691 | 183.7549 | 1002.5055 | 27.7828 | 974.7227 |
Avg Daily Profit (%) | 0.3868 | 0.2626 | 0.1242 | 0.1624 | 0.0166 | 0.1607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87625 | -107480 | -50383 | -1596941 | -1129328 | -814618 |
Profit Factor | 2.5759 | 2.6506 | 2.4384 | 1.2807 | 1.0136 | 1.6351 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 36.0656 | 25.8065 | 46.6667 | 36.0656 | 25.8065 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.5664 | 7.6205 | 2.7867 | 2.2703 | 2.9142 | 1.8687 |
Largest Winning Trade | 298472 | 298472 | 76087 | 926646 | 926646 | 718614 |
Largest Losing Trade | -35947 | -35947 | -30713 | -433137 | -271835 | -433137 |
Avg Bars in Trades | 139 | 110 | 170 | 139 | 110 | 170 |
Avg Bars in Winners | 277 | 200 | 321 | 277 | 200 | 321 |
Avg Bars in Losers | 62 | 79 | 37 | 62 | 79 | 37 |
Bars Traded | 8539 | 3434 | 5105 | 8539 | 3434 | 5105 |
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 | -157150 | -13088 | -23866 | -162903 | -404724 | 340336 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 57, "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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