Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1809996.2508 | 1688353.47 | 121642.7808 | 9284854.0327 | 2282877.8872 | 7001976.1454 |
Total P&L (%) | 1809.9963 | 1688.3535 | 121.6428 | 9284.854 | 2282.8779 | 7001.9761 |
Avg Daily Profit (%) | 0.9694 | 0.9042 | 0.0651 | 0.2435 | 0.17 | 0.2286 |
Buy And Hold Return (%) | 472.4653 | 472.4653 | 472.4653 | 472.4653 | 472.4653 | 472.4653 |
Max Trade Drawdown | -84699 | -99093 | -60961 | -12743090 | -12694552 | -9195091 |
Profit Factor | 4.479 | 6.4289 | 1.5813 | 1.1764 | 1.0694 | 1.3544 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 36.4583 | 33.3333 | 39.5833 | 36.4583 | 33.3333 | 39.5833 |
Ratio Avg Win / Avg Loss | 7.8062 | 12.8579 | 2.4135 | 2.0503 | 2.1389 | 2.0673 |
Largest Winning Trade | 1038715 | 1038715 | 56075 | 10345111 | 10345111 | 4727013 |
Largest Losing Trade | -24582 | -24582 | -22381 | -4305382 | -3247590 | -4305382 |
Avg Bars in Trades | 112 | 119 | 106 | 112 | 119 | 106 |
Avg Bars in Winners | 223 | 234 | 214 | 223 | 234 | 214 |
Avg Bars in Losers | 49 | 61 | 35 | 49 | 61 | 35 |
Bars Traded | 10836 | 5723 | 5113 | 10836 | 5723 | 5113 |
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 | 480349 | 460462 | -272768 | -21964 | -143125 | 210498 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "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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