Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1888795.5259 | 1769015.2091 | 119780.3168 | 8064342.6858 | 3452516.1498 | 4611826.536 |
Total P&L (%) | 1888.7955 | 1769.0152 | 119.7803 | 8064.3427 | 3452.5162 | 4611.8265 |
Avg Daily Profit (%) | 0.8339 | 0.781 | 0.0529 | 0.1946 | 0.1578 | 0.1702 |
Buy And Hold Return (%) | 277.4457 | 277.4457 | 277.4457 | 277.4457 | 277.4457 | 277.4457 |
Max Trade Drawdown | -112083 | -64171 | -77742 | -17259173 | -11854501 | -7027952 |
Profit Factor | 4.919 | 8.1051 | 1.5141 | 1.1937 | 1.1449 | 1.259 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 50.7937 | 43.75 | 58.0645 | 50.7937 | 43.75 | 58.0645 |
Ratio Avg Win / Avg Loss | 4.7652 | 10.4209 | 1.0935 | 1.1564 | 1.472 | 0.9093 |
Largest Winning Trade | 1325044 | 1325044 | 55928 | 8161769 | 8161769 | 4435999 |
Largest Losing Trade | -34559 | -34559 | -30873 | -8269519 | -8269519 | -3826924 |
Avg Bars in Trades | 136 | 122 | 150 | 136 | 122 | 150 |
Avg Bars in Winners | 210 | 206 | 213 | 210 | 206 | 213 |
Avg Bars in Losers | 59 | 57 | 62 | 59 | 57 | 62 |
Bars Traded | 8588 | 3932 | 4656 | 8588 | 3932 | 4656 |
Profit Streak | 0 | 0 | 164.7984 | 0 | 0 | 164.7984 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130094 | 671514 | -284709 | -150344 | -55905 | 285193 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 111, "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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