Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43799.7191 | 1903.2162 | 41896.5028 | 45540.6609 | 4448.641 | 41092.0199 |
Total P&L (%) | 43.7997 | 1.9032 | 41.8965 | 45.5407 | 4.4486 | 41.092 |
Avg Daily Profit (%) | 0.5045 | 0.0219 | 0.4826 | 0.4332 | 0.0502 | 0.3973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23582 | -8951 | -17776 | -27000 | -9409 | -20793 |
Profit Factor | 1.8662 | 1.1199 | 2.2074 | 1.8188 | 1.2656 | 2.0572 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 53.8462 | 54.5455 | 53.125 | 53.8462 | 54.5455 | 53.125 |
Ratio Avg Win / Avg Loss | 1.5996 | 0.9333 | 1.9477 | 1.559 | 1.0547 | 1.8152 |
Largest Winning Trade | 28308 | 7707 | 28308 | 29812 | 10414 | 29812 |
Largest Losing Trade | -11182 | -4871 | -11182 | -13529 | -5319 | -13529 |
Avg Bars in Trades | 359 | 99 | 626 | 359 | 99 | 626 |
Avg Bars in Winners | 296 | 96 | 507 | 296 | 96 | 507 |
Avg Bars in Losers | 432 | 103 | 761 | 432 | 103 | 761 |
Bars Traded | 23337 | 3279 | 20058 | 23337 | 3279 | 20058 |
Profit Streak | 3.562 | 3.562 | 7.2668 | 3.562 | 3.562 | 7.2668 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125285 | -420881 | 438325 | -125831 | -293392 | 399072 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 250, "offset": 201 } } }
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{ "first_band": { "type": "sinwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 250, "offset": 201 } } }
# | 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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