Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801087.7541 | 745943.9574 | 55143.7967 | 5505833.8338 | 5127772.7093 | 378061.1245 |
Total P&L (%) | 801.0878 | 745.944 | 55.1438 | 5505.8338 | 5127.7727 | 378.0611 |
Avg Daily Profit (%) | 0.3202 | 0.2982 | 0.022 | 0.1611 | 0.1583 | 0.0626 |
Buy And Hold Return (%) | 1634.7213 | 1634.7213 | 1634.7213 | 1634.7213 | 1634.7213 | 1634.7213 |
Max Trade Drawdown | -65707 | -114613 | -163667 | -3218788 | -1608278 | -2976518 |
Profit Factor | 2.309 | 3.6236 | 1.1683 | 1.484 | 1.9855 | 1.0613 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 51.0417 | 50 | 52.0833 | 51.0417 | 50 | 52.0833 |
Ratio Avg Win / Avg Loss | 2.2148 | 3.6236 | 1.0748 | 1.4235 | 1.9855 | 0.9764 |
Largest Winning Trade | 196912 | 196912 | 47705 | 3696856 | 3696856 | 1208839 |
Largest Losing Trade | -42266 | -38018 | -42266 | -2976518 | -757492 | -2976518 |
Avg Bars in Trades | 75 | 100 | 50 | 75 | 100 | 50 |
Avg Bars in Winners | 94 | 122 | 67 | 94 | 122 | 67 |
Avg Bars in Losers | 56 | 79 | 32 | 56 | 79 | 32 |
Bars Traded | 7278 | 4846 | 2432 | 7278 | 4846 | 2432 |
Profit Streak | 42.2064 | 42.2064 | 43.2064 | 42.2064 | 42.2064 | 43.2064 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150937 | -149475 | -363687 | 270281 | 327732 | -429068 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 153, "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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