Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373260.4757 | 399941.7892 | -26681.3135 | -10153.6119 | 33751.8501 | -43905.462 |
Total P&L (%) | 373.2605 | 399.9418 | -26.6813 | -10.1536 | 33.7519 | -43.9055 |
Avg Daily Profit (%) | 0.2071 | 0.2219 | -0.0148 | -0.0059 | 0.0161 | -0.0321 |
Buy And Hold Return (%) | 73.8175 | 73.8175 | 73.8175 | 73.8175 | 73.8175 | 73.8175 |
Max Trade Drawdown | -124000 | -81623 | -42696 | -354534 | -255595 | -99745 |
Profit Factor | 1.9955 | 2.5823 | 0.7816 | 0.9855 | 1.0659 | 0.7681 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 42.6471 | 44.1176 | 41.1765 | 42.6471 | 44.1176 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.6836 | 3.271 | 1.1166 | 1.3254 | 1.3501 | 1.0973 |
Largest Winning Trade | 502174 | 502174 | 33356 | 287274 | 287274 | 36338 |
Largest Losing Trade | -37358 | -37358 | -24659 | -80659 | -80659 | -45747 |
Avg Bars in Trades | 147 | 261 | 32 | 147 | 261 | 32 |
Avg Bars in Winners | 234 | 415 | 40 | 234 | 415 | 40 |
Avg Bars in Losers | 82 | 140 | 27 | 82 | 140 | 27 |
Bars Traded | 10006 | 8897 | 1109 | 10006 | 8897 | 1109 |
Profit Streak | 0 | 0 | 742.7249 | 0 | 0 | 742.7249 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106459 | 337421 | -581977 | -695748 | -487438 | -581977 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 74, "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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