Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3044611.6127 | 2862330.255 | 182281.3577 | 10311230.4563 | 4605305.9244 | 5705924.5319 |
Total P&L (%) | 3044.6116 | 2862.3303 | 182.2814 | 10311.2305 | 4605.3059 | 5705.9245 |
Avg Daily Profit (%) | 1.3147 | 1.236 | 0.0787 | 0.2008 | 0.1664 | 0.1755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112693 | -113410 | -85813 | -15071201 | -9407338 | -7813193 |
Profit Factor | 5.2504 | 7.8266 | 1.6137 | 1.2308 | 1.1636 | 1.3453 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 35.6436 | 35.2941 | 36 | 35.6436 | 35.2941 | 36 |
Ratio Avg Win / Avg Loss | 9.4799 | 14.3487 | 2.8688 | 2.2223 | 2.1333 | 2.3916 |
Largest Winning Trade | 2436723 | 2436723 | 79556 | 7998981 | 7998981 | 5904902 |
Largest Losing Trade | -38321 | -38321 | -28070 | -2781531 | -2781531 | -1619209 |
Avg Bars in Trades | 132 | 114 | 151 | 132 | 114 | 151 |
Avg Bars in Winners | 277 | 235 | 319 | 277 | 235 | 319 |
Avg Bars in Losers | 52 | 48 | 57 | 52 | 48 | 57 |
Bars Traded | 13411 | 5838 | 7573 | 13411 | 5838 | 7573 |
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 | 585977 | -163701 | -270303 | 126088 | -217488 | -176199 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 38, "offset": 0, "poles": 3 } } }
# | 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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