Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100348.371 | 909306.3193 | 191042.0517 | 27086456.5514 | 3342509.5603 | 23743946.9911 |
Total P&L (%) | 1100.3484 | 909.3063 | 191.0421 | 27086.4566 | 3342.5096 | 23743.947 |
Avg Daily Profit (%) | 0.5845 | 0.483 | 0.1015 | 0.2982 | 0.1882 | 0.2912 |
Buy And Hold Return (%) | 482.7026 | 482.7026 | 482.7026 | 482.7026 | 482.7026 | 482.7026 |
Max Trade Drawdown | -87465 | -74675 | -65472 | -26509100 | -27176915 | -9253017 |
Profit Factor | 2.1872 | 2.9365 | 1.4178 | 1.1842 | 1.0407 | 1.366 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 39.8268 | 35.3448 | 44.3478 | 39.8268 | 35.3448 | 44.3478 |
Ratio Avg Win / Avg Loss | 3.3045 | 5.3717 | 1.7792 | 1.7892 | 1.9037 | 1.7142 |
Largest Winning Trade | 232611 | 232611 | 48241 | 27796243 | 27796243 | 10224340 |
Largest Losing Trade | -27577 | -16569 | -27577 | -6243662 | -6243662 | -5232087 |
Avg Bars in Trades | 48 | 44 | 53 | 48 | 44 | 53 |
Avg Bars in Winners | 77 | 71 | 82 | 77 | 71 | 82 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 11212 | 5104 | 6108 | 11212 | 5104 | 6108 |
Profit Streak | 0 | 0 | 34.2503 | 0 | 0 | 34.2503 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 277672 | 88401 | -223263 | -10625 | -172718 | 306396 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 41, "offset": 0, "poles": 2 } } }
# | 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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