Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1826736.9336 | 1719758.7275 | 106978.2061 | 5932259.2578 | 1783318.7739 | 4148940.4839 |
Total P&L (%) | 1826.7369 | 1719.7587 | 106.9782 | 5932.2593 | 1783.3188 | 4148.9405 |
Avg Daily Profit (%) | 0.9783 | 0.921 | 0.0573 | 0.2198 | 0.1573 | 0.201 |
Buy And Hold Return (%) | 529.087 | 529.087 | 529.087 | 529.087 | 529.087 | 529.087 |
Max Trade Drawdown | -109984 | -93081 | -96397 | -2383041 | -1396951 | -1027150 |
Profit Factor | 5.1516 | 7.4025 | 1.6241 | 1.8348 | 1.3696 | 2.8182 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 41.5385 | 27.2727 | 56.25 | 41.5385 | 27.2727 | 56.25 |
Ratio Avg Win / Avg Loss | 7.2504 | 19.7401 | 1.2632 | 2.5822 | 3.6523 | 2.1919 |
Largest Winning Trade | 1132367 | 1132367 | 54999 | 2801230 | 2801230 | 2476837 |
Largest Losing Trade | -35695 | -35695 | -34735 | -788497 | -615024 | -788497 |
Avg Bars in Trades | 111 | 88 | 135 | 111 | 88 | 135 |
Avg Bars in Winners | 205 | 214 | 201 | 205 | 214 | 201 |
Avg Bars in Losers | 44 | 41 | 50 | 44 | 41 | 50 |
Bars Traded | 7255 | 2924 | 4331 | 7255 | 2924 | 4331 |
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 | -121050 | -912 | -279453 | -127879 | -13310 | 511314 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 138, "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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