Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247426.9738 | 158675.7888 | 88751.185 | 722315.3902 | 482648.057 | 239667.3332 |
Total P&L (%) | 247.427 | 158.6758 | 88.7512 | 722.3154 | 482.6481 | 239.6673 |
Avg Daily Profit (%) | 0.9501 | 0.6093 | 0.3408 | 0.8123 | 0.6791 | 0.4707 |
Buy And Hold Return (%) | 37.1199 | 37.1199 | 37.1199 | 37.1199 | 37.1199 | 37.1199 |
Max Trade Drawdown | -50342 | -31459 | -23438 | -106554 | -81917 | -127578 |
Profit Factor | 2.9127 | 3.6529 | 2.2761 | 2.5414 | 3.1008 | 2.0034 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 16 | 6 | 10 | 16 | 6 | 10 |
Profitability (%) | 73.3333 | 80 | 66.6667 | 73.3333 | 80 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0592 | 0.9132 | 1.138 | 0.9242 | 0.7752 | 1.0017 |
Largest Winning Trade | 30136 | 30136 | 27038 | 95271 | 95271 | 80221 |
Largest Losing Trade | -31459 | -31459 | -18882 | -96938 | -77064 | -96938 |
Avg Bars in Trades | 407 | 396 | 418 | 407 | 396 | 418 |
Avg Bars in Winners | 310 | 297 | 326 | 310 | 297 | 326 |
Avg Bars in Losers | 673 | 793 | 602 | 673 | 793 | 602 |
Bars Traded | 24461 | 11900 | 12561 | 24461 | 11900 | 12561 |
Profit Streak | 8.741 | 8.741 | 30.8139 | 8.741 | 8.741 | 30.8139 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153168 | 602497 | 359367 | -155031 | 663400 | 521510 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 210, "offset": 35 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 210, "offset": 35 } } }
# | 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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