Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711425.8568 | 653479.6509 | 57946.2059 | 90490.2494 | 1551766.622 | -1461276.3726 |
Total P&L (%) | 711.4259 | 653.4797 | 57.9462 | 90.4902 | 1551.7666 | -1461.2764 |
Avg Daily Profit (%) | 0.36 | 0.3307 | 0.0293 | 0.0326 | 0.142 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229116 | -207058 | -182899 | -2018627 | -1369954 | -1781401 |
Profit Factor | 1.6167 | 2.1563 | 1.0985 | 1.0129 | 1.5526 | 0.6546 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 44.2308 | 40.3846 | 48.0769 | 44.2308 | 40.3846 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.0385 | 3.1831 | 1.1864 | 1.2771 | 2.2919 | 0.7069 |
Largest Winning Trade | 309568 | 309568 | 56500 | 1510323 | 1510323 | 729020 |
Largest Losing Trade | -83055 | -46036 | -83055 | -1588158 | -821799 | -1588158 |
Avg Bars in Trades | 56 | 53 | 58 | 56 | 53 | 58 |
Avg Bars in Winners | 81 | 78 | 83 | 81 | 78 | 83 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 11675 | 5569 | 6106 | 11675 | 5569 | 6106 |
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 | 407207 | 332651 | -267742 | -356854 | -4300 | -581803 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 3 } } }
# | 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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