Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552806.5426 | 405685.1879 | 147121.3547 | 724006.0015 | 414627.4557 | 309378.5459 |
Total P&L (%) | 552.8065 | 405.6852 | 147.1214 | 724.006 | 414.6275 | 309.3785 |
Avg Daily Profit (%) | 0.2417 | 0.1774 | 0.0643 | 0.0923 | 0.0717 | 0.0616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116883 | -110450 | -69641 | -194054 | -159912 | -102035 |
Profit Factor | 2.0925 | 2.3044 | 1.7544 | 2.1027 | 1.9849 | 2.3131 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 51.5625 | 46.875 | 56.25 | 51.5625 | 46.875 | 56.25 |
Ratio Avg Win / Avg Loss | 1.9656 | 2.6117 | 1.3646 | 1.9752 | 2.2496 | 1.799 |
Largest Winning Trade | 188177 | 188177 | 55702 | 263588 | 263588 | 98501 |
Largest Losing Trade | -47100 | -47100 | -38497 | -97379 | -89189 | -97379 |
Avg Bars in Trades | 69 | 56 | 81 | 69 | 56 | 81 |
Avg Bars in Winners | 93 | 74 | 108 | 93 | 74 | 108 |
Avg Bars in Losers | 43 | 40 | 47 | 43 | 40 | 47 |
Bars Traded | 4422 | 1806 | 2616 | 4422 | 1806 | 2616 |
Profit Streak | 230.6756 | 230.6756 | 257.6756 | 230.6756 | 230.6756 | 257.6756 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129520 | 415476 | -102689 | -207271 | -93763 | -104073 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 172, "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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