Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1661481.3219 | 1530520.519 | 130960.8029 | 6955444.5649 | 2834263.6311 | 4121180.9339 |
Total P&L (%) | 1661.4813 | 1530.5205 | 130.9608 | 6955.4446 | 2834.2636 | 4121.1809 |
Avg Daily Profit (%) | 0.8813 | 0.8118 | 0.0695 | 0.226 | 0.1794 | 0.1987 |
Buy And Hold Return (%) | 309.2289 | 309.2289 | 309.2289 | 309.2289 | 309.2289 | 309.2289 |
Max Trade Drawdown | -69235 | -90233 | -51877 | -4120897 | -3451702 | -2519774 |
Profit Factor | 4.7512 | 7.4096 | 1.6415 | 1.4784 | 1.3526 | 1.6339 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 45.5882 | 35.2941 | 55.8824 | 45.5882 | 35.2941 | 55.8824 |
Ratio Avg Win / Avg Loss | 5.6707 | 13.5842 | 1.2959 | 1.7646 | 2.4798 | 1.2899 |
Largest Winning Trade | 1119590 | 1119590 | 57382 | 2126249 | 2045199 | 2126249 |
Largest Losing Trade | -34113 | -23923 | -34113 | -1322454 | -1322454 | -1276751 |
Avg Bars in Trades | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Winners | 134 | 136 | 132 | 134 | 136 | 132 |
Avg Bars in Losers | 35 | 34 | 37 | 35 | 34 | 37 |
Bars Traded | 5487 | 2405 | 3082 | 5487 | 2405 | 3082 |
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 | -95728 | 525242 | -263224 | -104947 | 131112 | 387169 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "midprice", "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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