Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2003141.5848 | 1984451.5438 | 18690.0411 | 84670.6031 | 1882500.2645 | -1797829.6614 |
Total P&L (%) | 2003.1416 | 1984.4515 | 18.69 | 84.6706 | 1882.5003 | -1797.8297 |
Avg Daily Profit (%) | 0.865 | 0.857 | 0.0081 | 0.0265 | 0.1291 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288986 | -229447 | -104139 | -4976926 | -2699334 | -2430226 |
Profit Factor | 3.7024 | 4.9299 | 1.0791 | 1.0121 | 1.4404 | 0.343 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 42.2222 | 40 | 44.4444 | 42.2222 | 40 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.0665 | 7.3949 | 1.3489 | 1.3849 | 2.1606 | 0.4288 |
Largest Winning Trade | 1848457 | 1848457 | 57649 | 3444268 | 3444268 | 375834 |
Largest Losing Trade | -64373 | -64373 | -48398 | -2030458 | -1576756 | -2030458 |
Avg Bars in Trades | 73 | 113 | 32 | 73 | 113 | 32 |
Avg Bars in Winners | 106 | 174 | 45 | 106 | 174 | 45 |
Avg Bars in Losers | 49 | 73 | 22 | 49 | 73 | 22 |
Bars Traded | 6602 | 5125 | 1477 | 6602 | 5125 | 1477 |
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 | 622126 | 616897 | -325417 | -367509 | -22063 | -582872 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 202, "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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